Modeled variance in two - level models  

Oleh:

Snijders, Tom A.B. ; Bosker, Roel J.

Jenis: Article from Journal - ilmiah internasional
Dalam koleksi: Sociological Methods & Research (SMR) vol. 22 no. 03 (Feb. 1994), page 342-363.
Topik: Modeled variance; Proportional reduction
Fulltext: SNIJDERS-342-63.pdf (1.93MB)

Ketersediaan

Perpustakaan PKPM Nomor Panggil: S28 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

The concept of explained proportion of variance or modeled proportion of variance is reviewed in the situation of the random effects hierarchical two-level model. It is argued that the proportional reduction in (estimated) variance components is not an attractive parameter to represent the joint importance of the explanatory (independent) variables for modeling the dependent variable. It is preferable instead to work with the proportional reduction in mean squared prediction error for predicting individual values (for the modeled variance at level 1) and the proportional reduction in mean squared prediction error for predicting group averages (for the modeled variance at level 2). It is shown that when predictors are added, the proportion of modeled variance defined in this way cannot go down in the population if the model is correctly specified, but can go down in a sample; the latter situation then points to the possibility of misspecification. This provides a diagnostic means for identifying misspecification

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