How to show explained variance in a multilevel model

October 3, 2011
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(This article was first published on Daniel MarcelinoDaniel Marcelino » R, and kindly contributed to R-bloggers)

In this post I will show one way to display explained variance using a line chart. There is no default plot for displaying the effect of each factor on deviance of the model, so this is a tentative proposal for my dissertation. The following values were obtained using multilevel models performed in R (thanks for nlme and lme4 packages). Basically, this chart shows the declining variance for each level when each independent parameter is included in the model. You can find the full script below of the chart.
Variance_explained
\—|\—|-> Var explained graph < \---|\---|-
camara2002
df1<-data.frame(level3=c(0.5045094,0.1485807, 0.0494265),
level2=c(2.7814555,1.7936947, 1.6300276),
level1=c(3.7370482, 3.4816692, 3.4842407),
t=c(0,1, 2))
par(mfrow = c(2,2), mar = c(2,4, 2, 4))#Matrix
plot(df1$level1 ~ df1$t, type="l", lwd=4, col="red", xlab="", ylab="Variance",
main="Câmara 2002", cex.main = 1,
xlim=c(0,2), xaxt="n", ylim=c(0,4))
axis(1, c(0,1,2))#to remaque axis
lines(df1$level2 ~ df1$t, type="l", lwd=4, col="blue")
lines(df1$level3 ~ df1$t, type="l", lwd=4, col="purple")
text(locator(1), expression(sigma^2)) #need to click
text(locator(1), expression(tau[0][0])) # need to click to add the text
text(locator(1), expression(omega[0][0]))# need to click to add the text

camara2006
df3<-data.frame(level3=c(0.2562132,0.07523431, 0.04434483),
level2=c(1.7604626 ,1.2956322 , 1.08924671),
level1=c(2.2531888, 1.9952469 , 2.00465342),
t=c(0,1, 2))
plot(df3$level1 ~ df3$t, type="l", lwd=4, col="red", xlab="", ylab="Variance",
main="Câmara 2006", cex.main = 1,
xlim=c(0,2), xaxt="n", ylim=c(0,3))
axis(1, c(0,1,2))#to remaque axis
lines(df3$level2 ~ df3$t, type="l", lwd=4, col="blue")
lines(df3$level3 ~ df3$t, type="l", lwd=4, col="purple")
text(locator(1), expression(sigma^2)) # need to click to add the text
text(locator(1), expression(tau[0][0])) # need to click to add the text
text(locator(1), expression(omega[0][0])) # need to click to add the text

senado2002
df2<-data.frame(level2=c(74.1874,50.21794, 39.31336),
level1=c(165.1340, 163.19076, 156.08912),
t=c(0,1, 2))
plot(df2$level1 ~ df2$t, type="l", lwd=4, col="red", xlab="", ylab="Variance",
main="Senado 2002", cex.main = 1,
xlim=c(0,2), xaxt="n", ylim=c(30,170))
axis(1, c(0,1,2))
lines(df2$level2 ~ df2$t, type="l", lwd=4, col="blue")
text(locator(1), expression(sigma^2))# need to click to add the text
text(locator(1), expression(tau[0][0]))# need to click to add the text

senado2006
df4<-data.frame(level2=c(195.8233, 112.2718, 65.28095),
level1=c(292.0457, 270.1955, 250.65042),
t=c(0,1, 2))
plot(df4$level1 ~ df4$t, type="l", lwd=4, col="red", xlab="", ylab="Variance",
main="Senado 2006", cex.main = 1,
xlim=c(0,2), xaxt="n", ylim=c(50,300))
axis(1, c(0,1,2))
lines(df4$level2 ~ df4$t, type="l", lwd=4, col="blue")
text(locator(1), expression(sigma^2)) # need to click to add the text
text(locator(1), expression(tau[0][0])) # need to click to add the text

##\—|\—|> End not run <\---|\---|-

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