Methods and formulas for goodness-of-fit in Fit Mixed Effects Model

Select the method or formula of your choice.

S

An estimate of σ, the estimated standard deviation of the error term in the model. Note that s2 is the variance component for error.

R-sq

R2 is also known as the coefficient of determination.

Formula

Notation

TermDescription
observed response value
mean response
i th conditional fitted response

R-sq (adj)

While the calculations for adjusted R2 can produce negative values, Minitab displays zero for these cases.

Notation

TermDescription
nthe number of observations
pthe number of parameters in

AICc (Akaike's Corrected Information Criterion)

AICc is not computed when .

Notation

TermDescription
kThe definition of k depends on the estimation method.
  • Restricted maximum likelihood: m
  • Maximum likelihood: p + m
mthe number of variance components, including the error term
pthe number of coefficients for the fixed effect terms
npThe definition of np depends on the estimation method.
  • Restricted maximum likelihood: np
  • Maximum likelihood: n
nthe number of rows with no missing data

BIC (Bayesian Information Criterion)

Notation

TermDescription
kThe definition of k depends on the estimation method.
  • Restricted maximum likelihood: m
  • Maximum likelihood: p + m
mthe number of variance components, including the error term
pthe number of coefficients for fixed effect terms
npThe definition of np depends on the estimation method.
  • Restricted maximum likelihood: np
  • Maximum likelihood: n
nthe number of rows with no missing data