Sorry to be joining this late.

I have written some code to implement Gelman & Pardoe's Rsq for an lmer
object. It gives some believable results, but it's difficult to be confident
because of the translation from Bayesian into frequentist paradigms.

If anyone is interested then I'd be really happy to discuss this off-list
and share/develop the code.

Best wishes, Nick


On 18 February 2010 06:55, Luisa Carvalheiro <lgcarvalheiro@gmail.com>wrote:

> Hi Steve,
>
> Thanlks for reply and literature list. Here are 3 papers on  R2
> calculations for Mixed Models:
>
> M. Mittlbock, T. Waldhor. Adjustments for R2-measures for Poisson
> regression models. Computational Statistics & Data Analysis 34 (2000)
> 461-472
>
> M. Mittlbock Calculating adjusted R2 measures for Poisson regression
> Models. Computer Methods and Programs in Biomedicine 68 (2002) 205–214
>
> H. Liu,Y. Zheng and J. Shen. Goodness-of-fit measures of R2 for
> repeated measures mixed effect models Journal of Applied Statistics.
> 35, 2008, 1081–1092
>
>
> On Thu, Feb 18, 2010 at 1:46 AM, Steven J. Pierce <pierces1@msu.edu>
> wrote:
> > Luisa,
> >
> > I'm not aware of any packages for that, but I'd like the full citation
> for
> > the paper you mentioned. In exchange, here are some citations for other
> > papers about R-square measures in multilevel models that I've found.
> >
> > Edwards, L. J., Muller, K. E., Wolfinger, R. D., Qaqish, B. F., &
> > Schabenberger, O. (2008). An R2 statistic for fixed effects in the linear
> > mixed model. Statistics in Medicine, 27(29), 6137-6157. doi:
> > 10.1002/sim.3429
> >
> > Gelman, A., & Pardoe, I. (2006). Bayesian measures of explained variance
> and
> > pooling in multilevel (hierarchical) models. Technometrics, 48(2),
> 241-251.
> > doi: 10.1198/004017005000000517
> >
> > Kramer, M. (2005). R2 statistics for mixed models. Proceedings of the
> > Conference on Applied Statistics in Agriculture, 17, 148-160. Retrieved
> from
> >
> http://www.ars.usda.gov/sp2UserFiles/ad_hoc/12000000SpatialWorkshop/19Kramer
> > SupplRsq.pdf
> >
> > Merlo, J., Yang, M., Chaix, B., Lynch, J., & Råstam, L. (2005). A brief
> > conceptual tutorial on multilevel analysis in social epidemiology:
> > investigating contextual phenomena in different groups of people. Journal
> of
> > Epidemiology and Community Health, 59(9), 729-736. doi:
> > 10.1136/jech.2004.023929
> >
> > Orelien, J. G., & Edwards, L. J. (2008). Fixed-effect variable selection
> in
> > linear mixed models using R2 statistics. Computational Statistics & Data
> > Analysis, 52(4), 1896-1907. doi: 10.1016/j.csda.2007.06.006
> >
> > Roberts, J. K., & Monaco, J. P. (2006, April). Effect size measures for
> the
> > two-level linear multilevel model.  Paper presented at the annual meeting
> of
> > the American Educational Research Association, San Francisco, CA.
> Retrieved
> > from http://www.hlm-online.com/papers/HLM_effect_size.pdf
> >
> > Snijders, T. A. B., & Bosker, R. J. (1994). Modeled variance in two-level
> > models. Sociological Methods & Research, 22(3), 342-363. doi:
> > 10.1177/0049124194022003004
> >
> > Snijders, T. A. B., & Bosker, R. J. (1999). Multilevel analysis. London,
> UK:
> > Sage.
> > Xu, R. (2003). Measuring explained variation in linear mixed effects
> models.
> > Statistics in Medicine, 22(22), 3527-3541. doi: 10.1002/sim.1572
> >
> >
> >
> > Steven J. Pierce
> > Associate Director
> > Center for Statistical Training & Consulting (CSTAT)
> > Michigan State University
> > 178 Giltner Hall
> > East Lansing, MI 48824
> > Web: http://www.cstat.msu.edu
> >
> >
> > -----Original Message-----
> > From: Luisa Carvalheiro [mailto:lgcarvalheiro@gmail.com]
> > Sent: Wednesday, February 17, 2010 6:00 AM
> > To: r-sig-mixed-models@r-project.org
> > Subject: [R-sig-ME] R2 measure in mixed models?
> >
> > Dear mixed modelers,
> >
> > Is there any package for calculating R2 measures for mixed models in R
> (e.g.
> > using the measure proposed by Mittlb ock;  Waldh or 2000)?
> >
> > Luisa
> >
> >
> >
> >
>
>
>
> --
> Luisa Carvalheiro, PhD
> Southern African Biodiversity Institute, Kirstenbosch Research Center,
> Claremont
> & University of Pretoria
> Postal address - SAWC Pbag X3015 Hoedspruit 1380, South Africa
> telephone - +27 (0) 790250944
> Carvalheiro@sanbi.org
> lgcarvalheiro@gmail.com
>
> _______________________________________________
> R-sig-mixed-models@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>

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