07-10-2017 03:47 PM
I am trying to get % variance explained for the fixed effects from my proc mixed code for a mixed linear regression. Unfortunately, I do not know how to request this in my output. Here is an example of my current code:
Proc Mixed Data=Set covtest;
Model Outcome = Predictor1 Predictor2 Predictor3/solution ddfm=kr;
If there is anyway to get this information in my output that would be great.
07-10-2017 03:52 PM
There is no such thing as an R-squared value for fixed effects. You get an R-squared value for an entire model being fit (and as far as I remember, you can't get this from PROC MIXED).
07-11-2017 10:51 AM
Paige is correct. There have been pseudo r-squares proposed for mixed models, but none have really been accepted in the statistical literature. If someone has a reference for a good one, post it here.
You can get r-squares for effects if you use type 1 statistics in a GLM, but again these r-squares are not available in a mixed model.
Random effects are a different story. There have been ways proposed to evaluate the relative variation explained by each random effect in the overall error variance, if the covariance structures involved are simple.