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r2_mlm: A command for computing R-squared measures for models fit by mixed

Author

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  • Anthony J. Gambino

    (University of Connecticut)

  • D. Betsy McCoach

    (Fordham University)

Abstract

The article by Rights and Sterba (2023, Multivariate Behavioral Research 58: 340–367) provides a comprehensive framework for computing R2 measures for (linear) multilevel models. In this article, we introduce r2_mlm, a postestimation command for mixed that computes R2 measures using Rights and Sterba’s framework. We explain how this R2 framework works and demonstrate how r2_mlm can be used to compute various R2 measures for models fit by mixed. One of the most useful features of r2_mlm is that it will produce warning messages if the user specifies the model in a way that may lead to conflation bias (an easily overlooked issue). Finally, we walk through a simple example and explain how to interpret the various R2 measures.

Suggested Citation

  • Anthony J. Gambino & D. Betsy McCoach, 2025. "r2_mlm: A command for computing R-squared measures for models fit by mixed," Stata Journal, StataCorp LLC, vol. 25(4), pages 719-742, December.
    • Handle: RePEc:tsj:stataj:v:25:y:2025:i:4:p:719-742
    DOI: 10.1177/1536867X251398326
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