Re: st: Interpretation of Variace Estimates (xtmixed)

[John Antonakis <john.antonakis@unil.ch>]

Hi:

Take a look at pages 102-103.

Best,
J.

____________________________________________________

Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
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On 02.09.2009 17:21, Christian Weiß wrote:
> 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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