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: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Spencer Graves Sent: Friday, March 17, 2006 11:14 PM To: Angelo Colombo Cc: [email protected] 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 > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
