R-Squared Measures for Two-Level Hierarchical Linear Models Using SAS

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Authors:	Anthony  Recchia
Title:	[download] (11492)R-Squared Measures for Two-Level Hierarchical Linear Models Using SAS
Reference:	Vol. 32, Code Snippet 2, Jan 2010Submitted 2009-07-02, Accepted 2009-12-17
Type:	Code Snippet
Paper:	[download] (11492)R-Squared Measures for Two-Level Hierarchical Linear Models Using SAS (application/pdf, 230.3 KB)
Supplements:	[download] (1596)hlmrsq.sas: SAS source code (application/octet-stream, 21.3 KB)
	[download] (1466)v32c02.sas: SAS replication code for the paper (application/octet-stream, 5.7 KB)

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关键词：Hierarchical two-level measures Measure Squared source

Bayesian Measures of Explained Variance and Pooling in Multilevel (Hierarchical) Models

Andrew GELMAN

Department of Statistics and Department of Political Science

Columbia University

New York, NY

(gelman@stat.columbia.edu)

http://www.stat.columbia.edu/~gelman/research/published/rsquared.pdf

After you have fit a linear model using regression analysis, ANOVA, or design of experiments (DOE), you need to determine how well the model fits the data. Most statistical software presents a variety of goodness-of-fit statistics. If the R-squared (R2 ) statistic is not working in multilevel model, what might be the good indicators for Hierarchical Lineal Model?

Any suggestion would be appreciated.