topic Re: R square in proc mixed? in Statistical Procedures

R square in proc mixed?

Miracle — Thu, 19 Nov 2009 01:12:39 GMT

Hi all.

How can I obtain R square in proc mixed or maybe something similar such that I can use in order to know how much variability is explained by the mixed model?

Have a good day. Many thanks in advance.

Re: R square in proc mixed?

Dale — Thu, 19 Nov 2009 21:08:47 GMT

I responded to this thread on the SAS-L listserv. Rather than repeating that here, I'll just post a link to my response on SAS-L.

http://listserv.uga.edu/cgi-bin/wa?A2=ind0911c&L=sas-l&F=&S=&P=37753

Dale

Re: R square in proc mixed?

Cwinds — Wed, 13 Aug 2014 22:58:36 GMT

I'm trying to access the response to this question as I have the same one, however, the link does not work. Could someone answer it here or help direct to the answer? Thanks.

Re: R square in proc mixed?

lvm — Thu, 14 Aug 2014 02:16:32 GMT

There have been several discussions of this on this site. There is no unambiguous or unique R2 where then are multiple random effects. But there are some possible metrics that have been used.

Re: R square in proc mixed?

SteveDenham — Thu, 14 Aug 2014 12:13:45 GMT

Here is a more recent link to Dale McLerran's post in the SAS-L archives:

https://listserv.uga.edu/cgi-bin/wa?A2=ind0911C&L=SAS-L&P=R23346&1=SAS-L&9=A&I=-3&J=on&d=No+Match%3BMatch%3BMatches&z=4

Steve Denham

Re: R square in proc mixed?

TravisTCU — Wed, 03 Dec 2014 00:24:27 GMT

Thanks for posting this link, Steve. It seems very helpful. I'm a novice SAS user; could provide some instruction on how to constrain the random effect variance for the intercept only model to be the same as the variance which you observe when

fitting the full model, as instructed in the link?

Re: R square in proc mixed?

SteveDenham — Wed, 03 Dec 2014 19:18:56 GMT

Run the full model and get the variance component estimates. Then run the model again (with no fixed effects, which is the intercept only model), but specify the variance component(s) in a PARMS statement, and use the hold= option to fix them at the same values.

Steve Denham