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Re: st: Interpretation of Variace Estimates (xtmixed)


From   Christian Weiß <mail@cweiss.org>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Interpretation of Variace Estimates (xtmixed)
Date   Wed, 2 Sep 2009 11:21:23 -0400

Dear John,

browsing to my edition of this book I could not find the respective
topic (R-square in multilevel models). Could you provide any more
detailed reference to the book?

Viele Grüße
Christian




On Tue, Sep 1, 2009 at 6:13 AM, John Antonakis<john.antonakis@unil.ch> wrote:
> 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.
>
> ____________________________________________________
>
> Prof. John Antonakis
> Associate Dean Faculty of Business and Economics
> University of Lausanne
> Internef #618
> CH-1015 Lausanne-Dorigny
> Switzerland
>
> Tel ++41 (0)21 692-3438
> Fax ++41 (0)21 692-3305
>
> Faculty page:
> http://www.hec.unil.ch/people/jantonakis&cl=en
>
> Personal page:
> http://www.hec.unil.ch/jantonakis
> ____________________________________________________
>
>
>
> 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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