I'm having difficulties with calculating r squared (ideally between and overall r squared, but between is more important to me) for a random effects model after multiple imputation with mice. The function pool.r.squared()
only works for lm objects. I have tried for quite a while now, but I cannot figure out how to do it. This is my code:
imp <- mice(data_panel,
m=5,
maxit=5)
fit.1 <- with(imp,
plm(y ~ x1 + x2 + x3 + x4,
data = data.frame(mget(ls())),
index = c("Name", "Year"),
model = "random"))
summary(pool(fit.1))
I tried to make use of this post: Adjusted R squared using 'mice' but I couldn't get it work for a plm model. Any help would be greatly appreciated.