Decomposition of the Explained Variation in the Linear Mixed Model

• Introduction
• Installation
• Usage
• Reference

Introduction

The concept of variation explained is widely used to assess the relevance of factors in the analysis of variance. In the linear model, it is the main contribution to the coefficient of determination which is widely used to assess the proportion of variation explained, to determine model goodness-of-fit and to compare models with different covariables. There has not been a consensus on a similar concept of explained variation for the class of linear mixed models yet. Based on the restricted maximum likelihood equations, we prove a full decomposition of the sum of squares of the dependent variable in the context of the variance components form of the linear mixed model. This decomposition is dimensionless relative to the variation of the dependent variable, has an intuitive and simple definition in terms of variance explained, is additive for several random effects and reduces to the decomposition in the linear model. Our result leads us to propose a natural extension of the well-known adjusted coefficient of determination to the linear mixed model. To this end, we introduce novel measures for the explained variation which we allocate to specific contributions of covariates associated with fixed and random effects. These partial explained variations constitute easily interpretable quantities, quantifying relevance of covariates associated with both fixed and random effects on a common scale, and thus allowing to rank their importance.

Installation

To get the latest released version (master branch) of the R package from GitHub:

if (!requireNamespace("devtools", quietly = TRUE)) install.packages("devtools")
devtools::install_github("wiesenfa/explainedVariance", dependencies = TRUE)

Usage

library(lme4)
library(explainedVariance)

fm2 <- lmer(Reaction ~ Days + (Days || Subject), sleepstudy)

ve <- varianceExplained(fm2)
summary(ve)

# including bootstrap confidence intervals
bb <- bootVarianceExplained(fm2, nsim=500)
summary(bb)
# equivalently 
bb <- boot(ve, nsim=500)
summary(bb)

# normalized to the variance of Reaction
summary(proportionOf(varianceExplained(fm2), 
                     type = "dataset-specific"))
summary(proportionOf(bb))

# add simplified output to common model summary including coefficients, standard errors and p-values
expandResults(summary(proportionOf(bb)))

# Similarly applied to mmer objects from package sommer.

Reference

Schreck, N., Wiesenfarth, M. (2022). Decomposition of the Explained Variation in the Linear Mixed Model.