Stata module to compute within, between, and overall R-squared in linear two-level models
twolevelr2 computes the within, between, and overall R-squared for a two-level
model as proposed by Holm et al. (2024).
To install twolevelr2 from GitHub, type
. net from https://raw.githubusercontent.com/benjann/twolevelr2/main/
. net install twolevelr2, replace
in Stata. Stata version 14.2 or newer is required.
Example:
. use https://www.stata-press.com/data/r18/gsem_nlsy
(NLSY 1968)
. twolevelr2 ln_wage i.union grade ttl_exp tenure c.tenure#c.tenure, i(idcode)
(level 1 predictors: 1.union ttl_exp tenure c.tenure#c.tenure)
(level 2 predictors: grade)
(omitted predictors: 0b.union)
(estimating 10 pairwise models .......... done)
Number of obs = 1,885
Number of groups = 405
--------------------------------
R-squared | ln_wage
---------------------+----------
Within (level 1) | .1582091
Between (level 2) | .4048272
Overall | .3032047
--------------------------------
Changes:
07oct2024
- level-one weights were ignored in _l2zero subroutine; this is fixed
- removed undocumented -plugin- option