Explained Variance and Intraclass Correlation in a Two-Level AR(1) Model

Joran Jongerling, HJA Hoijtink

Research output: Contribution to journalArticleAcademicpeer-review

3 Citations (Scopus)
12 Downloads (Pure)


The total variance of a first order autoregressive AR(1) timeseries is well known in timeseries literature. However, despite the increased use and interest in two level AR(1) models, an equation for the total variance of these mode l 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 intra-class 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 woman.
Original languageEnglish
Pages (from-to)403-415
Number of pages13
JournalMultivariate Behavioral Research
Issue number4
Publication statusPublished - 2017

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