Synthesis and study of transport and magnetic properties of magnesium cage compounds RNi2Mg20 (R = Pr and Nd)

•Synthesis of polycrystalline sample of a new magnesium cage compound PrNi2Mg20.•Lattice parameters of RNi2Mg20 (R=Pr and Nd) much larger than those of RT2X20 (T: Transition metal, X = Al, Zn, Cd).•Van-Vleck-like paramagnetic behavior in PrNi2Mg20 and contrasting Curie-like one in NdNi2Mg20.•Confirmation of the nonmagnetic doublet ground state in PrNi2Mg20 carrying quadrupolar degrees of freedom.•Ferromagnetic order of a Kramers doublet in NdNi2Mg20, above which magnetic fluctuations partly lift the doublet.