# Re: st: Interpretation of Variace Estimates (xtmixed)

 From John Antonakis To statalist@hsphsun2.harvard.edu Subject Re: st: Interpretation of Variace Estimates (xtmixed) Date Tue, 01 Sep 2009 12:13:07 +0200

```Hi:

There should also be formulas for r-square, at level 1 and 2 are in:

```
Rabe-Hesketh, S., & Skrondal, A. (2008). Multilevel and Longitudinal Modeling Using Stata. College Station, TX: Stata Press.
```
Best,
J.

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On 01.09.2009 11:11, Maarten buis wrote:
> --- On Mon, 31/8/09, Christian Weiß wrote:
>> Please assume xtmixed ,variance yields the following
>> result.
>>
```
>> ---------------------------------------------------------------------------
```>> Random-effects Parameters | Estimate Std. Err. [95% Conf.
>> Interval]
```
>> -----------------------------+---------------------------------------------
```>> Variable1: Identity |
>> var(_cons) | 100.000 70.000 54.22297 415.9787
```
>> -----------------------------+---------------------------------------------
```>> Variable2: Identity |
>> var(_cons) | 10.0000 6.000 4.254477 36.79754
```
>> -----------------------------+---------------------------------------------
```>> var(Residual) | 400.000 40.000 397.8473 465.2598
```
>> ---------------------------------------------------------------------------
```>>
>> Is it 'correct' to conclude that this estimated model
>> yields a total variance of 510 (100+10+400) and
>> accordingly variable1 explains about 20% and variable
>> 2% of the total model or is that a total
>> misinterpretation?
>
> I once knew the answer, now I only know the reference:
> chapter 7 of Tom Snijders and Roel Bosker (1999)
> "Multilevel Analysis, An introduction to basic and
> advanced multilevel modeling". Thousand Oaks: Sage.
>
> Hope this is still of some help,
> Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
>
>
```
> >
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```