R-squared Measures for Multilevel Models with Three or More Levels.

Applications of multilevel models (MLMs) with three or more levels have increased alongside expanding software capability and dataset availability. Though researchers often express interest in R-squared measures as effect sizes for MLMs, R-squareds previously proposed for MLMs with three or more levels cover a limited subset of choices for how to quantify explained variance in these models. Additionally, analytic relationships between total and level-specific versions of MLM R-squared measures have not been clarified, despite such relationships becoming increasingly important to understand when there are more levels. Furthermore, the impact of predictor centering strategy on R-squared computation and interpretation has not been explicated for MLMs with any number of levels. To fill these gaps, we extend the Rights and Sterba two-level MLM R-squared framework to three or more levels, providing a general set of measures that includes preexisting three-level measures as special cases and yields additional results not obtainable from existing measures. We mathematically and pedagogically relate total and level-specific R-squareds, and show how all total and level-specific R-squared measures in our framework can be computed under any centering strategy. Finally, we provide and empirically demonstrate software (available in the R package) to compute measures and graphically depict results.