Programming the statistical procedures from SAS

R-Square for Individual Fixed Effect Estimates in Proc Mixed

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New Contributor
Posts: 2

R-Square for Individual Fixed Effect Estimates in Proc Mixed

Hello, 

 

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;
Class ClassVar;
Model Outcome = Predictor1 Predictor2 Predictor3/solution ddfm=kr;
Random intercept/subject=pedid;
Run;

 

If there is anyway to get this information in my output that would be great. 

 

Thanks, 

Jer

Trusted Advisor
Posts: 1,913

Re: R-Square for Individual Fixed Effect Estimates in Proc Mixed

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).

SAS Employee
Posts: 11

Re: R-Square for Individual Fixed Effect Estimates in Proc Mixed

Posted in reply to PaigeMiller

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.   

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