R2_NAKAGAWA: Stata module for computing Nakagawa's R-squared statistic for multilevel mixed-effects linear regression

Daniel Klein () and Ariel Linden ()
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Daniel Klein: Universität Kassel
Ariel Linden: Linden Consulting Group, LLC

Statistical Software Components from Boston College Department of Economics

Abstract: r2_nakagawa is a post-estimation command (also see: estat) that computes the R-squared statistic following -mixed-. R-squared is computed as described by Nakagawa and Schielzeth (2013) for random intercepts, and extended to random slopes as described by Johnson (2014). r2_nakagawa computes the marginal R-squared, which is concerned with variance explained by the fixed effects, and the conditional R-squared, which is concerned with variance explained by both fixed and random effects (Nakagawa and Schielzeth 2013).

Language: Stata
Requires: Stata version 16.1
Keywords: coefficient of determination; goodness-of-fit; linear mixed model (search for similar items in EconPapers)
Date: 2024-06-27
Note: This module should be installed from within Stata by typing "ssc install r2_nakagawa". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/r/r2_nakagawa.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/r2_nakagawa.sthlp help file (text/plain)

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