title: Explained Variance and Intraclass Correlation in a Two-Level AR(1) Model.
abstract: The total variance of a first-order autoregressive AR(1) time series is well known in time series literature. However, despite the increased use and interest in two-level AR(1) models, an equation for the total variance of these models does not exist. This paper presents an approximation of this total variance. It will be used to compute the unexplained and explained variance at each level of the model, the proportion of explained variance, and the intraclass correlation (ICC). The use of these variances and the ICC will be illustrated using an example concerning structured diary data about the positive affect of 96 married women.
authors.affiliation: a Department of Psychology, Education, and Child Studies, Faculty of Social Sciences , Eramus University.
authors.forename: J
authors.initials: J
authors.lastname: Jongerling
authors.affiliation: b Department of Methodology and Statistics, Faculty of Social and Behavioral Sciences , Utrecht University.
authors.forename: H
authors.initials: H
authors.lastname: Hoijtink
mesh_terms: D000704:Analysis of Variance; D003198:Computer Simulation; D003627:Data Interpretation, Statistical; D005260:Female; D006801:Humans; D015233:Models, Statistical; D055361:Multilevel Analysis; D012044:Regression Analysis
keywords: Bayesian Statistics; dynamic modeling; multilevel modeling; other topics; time series analysis