When learning about linear models —that is, regression, ANOVA, and similar techniques—we are taught to calculate an R2. The R2 has the following useful properties:
- The range is limited to [0,1], so we can easily judge how relatively large it is.
- It is standardized, meaning its value does not depend on the scale of the variables involved in the analysis.
- The interpretation is pretty clear: It is the proportion of variability in the outcome that can be explained by the independent variables in the model.
The calculation of the R2 is also intuitive, once you understand the concepts of variance and prediction. [Read more…] about R-Squared for Mixed Effects Models