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

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  • Recchia, Anthony

Abstract

The hierarchical linear model (HLM) is the primary tool of multilevel analysis, a set of techniques for examining data with nested sources of variability. The concept of R2 from classical multiple regression analysis cannot be applied directly to HLMs without certain undesirable results. However, multilevel analogues have been formulated. The goal here is to demonstrate a SAS macro that will calculate estimates of these quantities for a two-level HLM that has been fit with SAS's linear mixed modeling procedure, PROC MIXED.

Suggested Citation

  • Recchia, Anthony, 2010. "R-Squared Measures for Two-Level Hierarchical Linear Models Using SAS," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 32(c02).
    • Handle: RePEc:jss:jstsof:v:032:c02
    DOI: http://hdl.handle.net/10.18637/jss.v032.c02
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    2. Covin, Jeffrey G. & Garrett, Robert P. & Kuratko, Donald F. & Shepherd, Dean A., 2020. "Short leash or long leash? Parenting style, initial strategic clarity, and the development of venture learning proficiency," Journal of Business Venturing, Elsevier, vol. 35(4).
    3. Mathieu Bunel & Jean-Pascal Guironnet, 2011. "Earning Inequalities Between and Within Nests," Working Papers halshs-00868198, HAL.
    4. Michal Biron & Hilla Peretz & Keren Turgeman-Lupo, 2020. "Trait Optimism and Work from Home Adjustment in the COVID-19 Pandemic: Considering the Mediating Role of Situational Optimism and the Moderating Role of Cultural Optimism," Sustainability, MDPI, vol. 12(22), pages 1-21, November.
    5. Ansar, Atif & Flyvbjerg, Bent & Budzier, Alexander & Lunn, Daniel, 2014. "Should we build more large dams? The actual costs of hydropower megaproject development," Energy Policy, Elsevier, vol. 69(C), pages 43-56.
    6. Jean-Pascal Guironnet & Matthieu Bunel, 2011. "Earning Inequalities Between and Within Nests: A Multilevel Modeling Approach Applied to the Case of France," Economics Working Paper Archive (University of Rennes & University of Caen) 201118, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
    7. Osama Khassawneh & Tamara Mohammad & Munther Talal Momany, 2022. "Perceived Overqualification and Job Outcomes: The Moderating Role of Manager Envy," Sustainability, MDPI, vol. 15(1), pages 1-18, December.
    8. Lazarova, Mila & Peretz, Hilla & Fried, Yitzhak, 2017. "Locals know best? Subsidiary HR autonomy and subsidiary performance," Journal of World Business, Elsevier, vol. 52(1), pages 83-96.
    9. Awojobi, Omotola & Jenkins, Glenn P., 2016. "Managing the cost overrun risks of hydroelectric dams: An application of reference class forecasting techniques," Renewable and Sustainable Energy Reviews, Elsevier, vol. 63(C), pages 19-32.
    10. Burroway, Rebekah & Hargrove, Andrew, 2018. "Education is the antidote: Individual- and community-level effects of maternal education on child immunizations in Nigeria," Social Science & Medicine, Elsevier, vol. 213(C), pages 63-71.

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