The straightforward fixed effects R2 of Edwards, Muller, Russell, et al. (2008) for is very appealing to me for use in model building and cross-validation.
Can anyone share SAS code to generate it--hopefully for a simple example?
Citation: Edwards, LJ, Muller, K, Wolfinger, RD, Qadish, BF, & Schabenberger, O (2008). An R2 statistic for fixed effects in the linear mixed model. Statistics in Medicine 27(29), 6137-6157.
I do not have any code, but I want to point you to Nakagawa and Schielzeth (2012) in case you haven't seen it. It does a good job summarizing the issues and reviewing the R-square literature. It compares Edwards et al with other methods. They provide a worked example (Table 3) including the data and an R script that you can examine.
To anyone who is interested, I found this:
https://github.com/bcjaeger/R2FixedEffectsGLMM/blob/master/Glimmix_R2_V3.sas
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