Re: [R] R^2 from lme function

From: Douglas Bates <bates_at_stat.wisc.edu>
Date: Mon, 14 May 2007 13:33:47 -0500

On 5/14/07, Martin Henry H. Stevens <HStevens_at_muohio.edu> wrote:
> Hi Cleber,

> By "full" I simply meant "not REML." the function assumes that the
> fixed effects were estimated using REML criteria, and using update()
> simply changes that to ML. If the model was fit originally with ML,
> it shouldn't make any difference.

> I am reasonably sure that it should not matter whether there is an
> intercept. ML estimates are invariant to fixed effects structure,
> whereas REML depends upon it.

I think the issue with presence or absence of an intercept is in how it affects the choice of the null model. Your function always uses y ~ 1 as the null model and that may not be appropriate if there is no intercept term in the original model.

> On May 14, 2007, at 11:55 AM, Cleber Borges wrote:
>
> > Hi Martin,
> >
> > many thanks for your tip!
> >
> > but, { :-( }
> > what it 'full MLE' ? how to calculate? it is a saturated model???
> >
> > and
> >
> > it is valid for 'no-intercept model?
> >
> >
> > Many thanks again...
> >
> > Cleber
> >
> >
> >> Hi Cleber,
> >> I have been using this function I wrote for lmer output. It should be
> >> easy to convert to lme. As with everything, buyer beware. Note
> >> that it
> >> requires (full) maximum likelihood estimates.
> >>
> >>
> >> Rsq <- function(reml.mod) {
> >> ## Based on
> >> ## N. J. D. Nagelkerke. A note on a general definition
> >> ## of the coefficient of determination. Biometrika, 78:691–692,
> >> 1991.
> >> ml.mod <- update(reml.mod, method="ML")
> >> l.B <- logLik(ml.mod)
> >> l.0 <- logLik( lm(ml.mod_at_y ~ 1) )
> >> Rsq <- 1 - exp( - ( 2/length(ml.mod_at_y) ) * (l.B - l.0) )
> >> Rsq[1]
> >> }
> >>
> >> Hank
> >>
> >>
> >>
> >>
> >>> Hello allR
> >>> How to access R^2 from lme object?
> >>> or how to calculate it?
> >>> ( one detail: my model do not have a intercept )
> >>> thanks in advanced
> >>> Cleber
> >
> >
> > _______________________________________________________
> >
> > Experimente já e veja as novidades.
> >
> > ______________________________________________
> > R-help_at_stat.math.ethz.ch mailing list
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> > PLEASE do read the posting guide http://www.R-project.org/posting-
> > guide.html
> > and provide commented, minimal, self-contained, reproducible code.
>
>
>
> Dr. Hank Stevens, Assistant Professor
> 338 Pearson Hall
> Botany Department
> Miami University
> Oxford, OH 45056
>
> Office: (513) 529-4206
> Lab: (513) 529-4262
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> http://www.cas.muohio.edu/~stevenmh/
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> http://www.muohio.edu/botany/
>
> "E Pluribus Unum"
>
> ______________________________________________
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>



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Mon 14 May 2007 - 18:38:43 GMT

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