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

Author

Listed:
  • Daniel Klein

    (Universität Kassel)

  • Ariel Linden

    (Linden Consulting Group, LLC)

Programming Language

Stata

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).

Suggested Citation

  • Daniel Klein & Ariel Linden, 2024. "R2_NAKAGAWA: Stata module for computing Nakagawa's R-squared statistic for multilevel mixed-effects linear regression," Statistical Software Components S459345, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459345
    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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/r/r2_nakagawa.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/r2_nakagawa.sthlp
    File Function: help file
    Download Restriction: no
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