Re: R-square statistic

Re: R-square statistic

```Dear Haja,

ASREML does not report an Rsqu value but in many cases it will not
be difficult to work one out from the ANOVA table when the first term
is mu and there are no fixed effects absorbed (in the SPARSE equations).

Ignoring the mu line, calculate the relative variance accounted in the model
as the sum of products of df x R-incr.  The relative error variance
is the error DF so R-square

Relative Model Variance
-----------------------
SUm of both components.
E.g.  in shf example [9.2]

Anova is    mu      1    853.96
c(var) 24     13.02

Error 125

RMV = 24*13.02 = 312.48

So R^2  is   312.48/(125 +312.48)   = 0.714

Note that Rsqu is a concept from fixed effect models and it is not
obvious to me how it should be defined in multistrata mixed models.

You can of course do the same calculation for GLMM models but I am
not aware of this being widely used and its meaning is a little less
direct becasue there it is with respect to a working variable
which changes as the model changes so has a moving basis.

Arthur

> X-Authentication-Warning: lamb.chiswick.anprod.csiro.au: petidomo set sender
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> To: asreml@chiswick.anprod.csiro.au
> Date: Fri, 4 Aug 2000 11:29:58 +0100
> Subject: R-square statistic
>
> Dear ASREML'ers,
> 	A very simple question and sorry if this has been clarified before.
> What is the equivalent of R-square (Multiple Correlation Coefficient) in
> ASREML-GLMM and how to get this ? -something that tells us about
> the adequacy of the model fitted, with effect of mean of y eliminated ?
> 	I am not sure if testing significance of 'fixed' or 'random' effect in
the
> model would neccssarily lead to similar statistic, as they don't give us
> any idea about the appropriateness of the whole model itself ?
> Haja
> --
> Asreml mailinglist archive: http://www.chiswick.anprod.csiro.au/lists/asreml

<><><><><><><><><><><><><><><><><><><><><><><><><><><><><><><><><><><><><>
Arthur Gilmour PhD                  mailto:Arthur.Gilmour@agric.nsw.gov.au
Principal Research Scientist (Biometrics)            fax: <61> 2 6391 3899
NSW Agriculture                                           <61> 2 6391 3922
Orange Agricultural Institute             telephone work: <61> 2 6391 3815
Forest Rd, ORANGE, 2800, AUSTRALIA                  home: <61> 2 6362 0046

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