Programming the statistical procedures from SAS

GLIMMIX and pseudo R-squares

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GLIMMIX and pseudo R-squares

Hi all,

Is there any way to calculate the pseudo R-squares with a GLIMMIX procedure?

Regards,
Super Contributor
Posts: 281

Re: GLIMMIX and pseudo R-squares

The only way I can get numbers like R-squared is to output the residual values to a data set and then calculate R-squared from those.
Valued Guide
Valued Guide
Posts: 684

Re: GLIMMIX and pseudo R-squares

When there are multiple random-effect terms in a model, the simple concept of the R^2 breaks down. That is, there is no natural or unambiguous concept of the usual R^2 with two or more variance-covariance terms in a model. Various authors have proposed R^2-TYPE statistics, based on either the marginal or conditional residuals, or based on differences of log-likelihoods. I suggest you read Liu et al. 2008. J. Appl. Stat. 35:1081-1092, or Vonesh et al. 1996. Biometrics 52:572-587. One has to calculate these brute-force with SAS, by first outputting the residuals into a data file.
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Re: GLIMMIX and pseudo R-squares

Thank you LVM and paige !
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