Re: [R] R2 in mixed model

From: Jean G. Orelien <jorelien_at_scimetrika.com>
Date: Tue 21 Mar 2006 - 02:11:02 EST

You can also refer to the following papers which have proposed Rsquares for the linear mixed model:

Vonesh, E. F., Chinchilli, V. P., and Pu, K. W. (1996), "Goodness-of-fit in generalized nonlinear mixed-effects models," Biometrics, 52, 572-587.

Zheng, B. Y. (2000), "Summarizing the goodness of fit of generalized linear models for longitudinal data," Statistics in Medicine, 19, 1265-1275.

Xu, R. H. (2003), "Measuring explained variation in linear mixed effects models," Statistics in Medicine, 22, 3527-3541.

Also:

Vonesh, E. F. and Chinchilli, V. M. (1997), Linear and nonlinear models for the analysis of repeated measurements, Marcel Dekker. (pages 419-427)

Sadly, I have found based on simulations that these pseudo-Rsquares don't work very well. I will be presenting a paper at JSM in August where I'm proposing a new statistic for linear mixed models where you have conditional independence. The manuscript has not gone through the peer-review process yet.

Jean G. Orelien
-----Original Message-----
From: r-help-bounces@stat.math.ethz.ch
[mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Spencer Graves Sent: Friday, March 17, 2006 11:14 PM
To: Angelo Colombo
Cc: r-help@stat.math.ethz.ch
Subject: Re: [R] R2 in mixed model

          The coefficient of deterimination, R^2, is defined as the percent of
the variance explained. For a mixed model, we need to ask, "percent of WHICH variance?" For more comments, I tried "RSiteSearch" with various kew words. The most relevant comment I found was "
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/48023.html", which I got from RSiteSearch("R squared with mixed effects").

	  hope this helps.
	  spencer graves

Angelo Colombo wrote:

> Hello.
> I have some basic question for you!.
> Has calculating R2 sense in mixed model? I think no! But i don't why!
>
> Thank in advance for your help
> Angelo
>
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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 Received on Tue Mar 21 02:47:06 2006

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