Maximum likelihood or restricted maximum likelihood (REML) estimates of the parameters in linear mixed-effects models can be determined using the lmer function in the lme4 package for R. As for most model-fitting functions in R, the model is described in an lmer call by a formula, in this case including both fixed- and random-effects terms. The formula and data together determine a numerical representation of the model from which the profiled deviance or the profiled REML criterion can be evaluated as a function of some of the model parameters. The appropriate criterion is optimized, using one of the constrained optimization functions in R, to provide the parameter estimates. We describe the structure of the model, the steps in evaluating the profiled deviance or REML criterion, and the structure of classes or types that represents such a model. Sufficient detail is included to allow specialization of these structures by users who wish to write functions to fit specialized linear mixed models, such as models incorporating pedigrees or smoothing splines, that are not easily expressible in the formula language used by lmer.

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Fitting Linear Mixed-Effects Models Using lme4

In comparative high-throughput sequencing assays, a fundamental task is the analysis of count data, such as read counts per gene in RNA-seq, for evidence of systematic changes across experimental conditions. Small replicate numbers, discreteness, large dynamic range and the presence of outliers require a suitable statistical approach. We present DESeq2, a method for differential analysis of count data, using shrinkage estimation for dispersions and fold changes to improve stability and interpretability of estimates. This enables a more quantitative analysis focused on the strength rather than the mere presence of differential expression. The DESeq2 package is available at http://www.bioconductor.org/packages/release/bioc/html/DESeq2.html
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Moderated estimation of fold change and dispersion for RNA-seq data with DESeq2

Summary: It is expected that emerging digital gene expression (DGE) technologies will overtake microarray technologies in the near future for many functional genomics applications. One of the fundamental data analysis tasks, especially for gene expression studies, involves determining whether there is evidence that counts for a transcript or exon are significantly different across experimental conditions. edgeR is a Bioconductor software package for examining differential expression of replicated count data. An overdispersed Poisson model is used to account for both biological and technical variability. Empirical Bayes methods are used to moderate the degree of overdispersion across transcripts, improving the reliability of inference. The methodology can be used even with the most minimal levels of replication, provided at least one phenotype or experimental condition is replicated. The software may have other applications beyond sequencing data, such as proteome peptide count data. Availability: The package is freely available under the LGPL licence from the Bioconductor web site (http://bioconductor.org).

http://dmrocke.ucdavis.edu/Class/BST226.2014.Winter/edgeR%20bioinformatics%202010.pdf

edgeR: a Bioconductor package for differential expression analysis of digital gene expression data.

limma is an R/Bioconductor software package that provides an integrated solution for analysing data from gene expression experiments. It contains rich features for handling complex experimental designs and for information borrowing to overcome the problem of small sample sizes. Over the past decade, limma has been a popular choice for gene discovery through differential expression analyses of microarray and high-throughput PCR data. The package contains particularly strong facilities for reading, normalizing and exploring such data. Recently, the capabilities of limma have been significantly expanded in two important directions. First, the package can now perform both differential expression and differential splicing analyses of RNA sequencing (RNA-seq) data. All the downstream analysis tools previously restricted to microarray data are now available for RNA-seq as well. These capabilities allow users to analyse both RNA-seq and microarray data with very similar pipelines. Second, the package is now able to go past the traditional gene-wise expression analyses in a variety of ways, analysing expression profiles in terms of co-regulated sets of genes or in terms of higher-order expression signatures. This provides enhanced possibilities for biological interpretation of gene expression differences. This article reviews the philosophy and design of the limma package, summarizing both new and historical features, with an emphasis on recent enhancements and features that have not been previously described.

/pdf/limma-powers-differential-expression-analyses-for-rna-4yl7ae3arh.pdf

limma powers differential expression analyses for RNA-sequencing and microarray studies

In comparative high-throughput sequencing assays, a fundamental task is the analysis of count data, such as read counts per gene in RNA-Seq data, for evidence of systematic changes across experimental conditions. Small replicate numbers, discreteness, large dynamic range and the presence of outliers require a suitable statistical approach. We present DESeq2, a method for differential analysis of count data. DESeq2 uses shrinkage estimation for dispersions and fold changes to improve stability and interpretability of the estimates. This enables a more quantitative analysis focused on the strength rather than the mere presence of differential expression and facilitates downstream tasks such as gene ranking and visualization. DESeq2 is available as an R/Bioconductor package.

/pdf/moderated-estimation-of-fold-change-and-dispersion-for-rna-59glcgpwlk.pdf

https://www.sfs.uni-tuebingen.de/~hbaayen/publications/baayenDavidsonBates.pdf

Mixed-effects modeling with crossed random effects for subjects and items

Wiley-Interscience Paperback Series The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "The authors have put together an extraordinary presentation of concepts and methods concerning the use and analysis of nonlinear regression models ...highly recommend[ed] ...for anyone needing to use and/or understand issues concerning the analysis of nonlinear regression models." -Technometrics "[This book] provides a good balance of relevant theory and application with many examples ...[and it] provides the most balanced approach to theory and application appropriate for a first course in nonlinear regression modeling for graduate statistics students." -Mathematical Reviews "[This book] joins a distinguished list of publications with a reputation for balancing technical rigor with readability, and theory with application. [It] upholds tradition ...[and is] a worthwhile reference for the marketing researcher with a serious interest in linear models. " -Journal of Marketing Research This book offers a balanced presentation of the theoretical, practical, and computational aspects of nonlinear regression and provides background material on linear regression, including the geometrical development for linear and nonlinear least squares. The authors employ real data sets throughout, and their extensive use of geometric constructs and continuing examples makes the progression of ideas appear very natural. The book also includes pseudocode for computing algorithms.

Nonlinear Regression Analysis and Its Applications

We propose a general, nonlinear mixed effects model for repeated measures data and define estimators for its parameters. The proposed estimators are a natural combination of least squares estimators for nonlinear fixed effects models and maximum likelihood (or restricted maximum likelihood) estimators for linear mixed effects models. We implement Newton-Raphson estimation using previously developed computational methods for nonlinear fixed effects models and for linear mixed effects models. Two examples are presented and the connections between this work and recent work on generalized linear mixed effects models are discussed.

https://www.jstor.org/stable/pdfplus/2532087.pdf

Nonlinear Mixed Effects Models for Repeated Measures Data

Douglas M. Bates Department of Statistics University of Wisconsin Madison Jose C. Pinheiro Bell Laboratories Lucent Technologies 1 Recent developments in computational methods for maximum likelihood (ML) or restricted maximum likelihood (REML) estimation of parameters in general linear mixed-effects models have made the analysis of data in typical agricultural settings much easier. With software such as SAS PROC MIXED we are able to handle da~ from random-effects one-way classifications, from blocked designs including incomplete blocked designs, from hierarchical designs such as splitplot designs, and other types of data that may be described as repeated measures or longitudinal data or growth-curve data. It is especially helpful that the new computational methods do not depend on balance in the data so we are able to deal more easily with observational studies or with randomly missing data in a designed experiment. We describe some of the new computational approaches and how they are implemented in the nlme3.0 library for the S-PLUS language. One of the most powerful features of this language is the graphics capabilities, especially the trellis graphics facilities developed by Bill Cleveland and his coworkers at Bell Labs. Although most participants in this conference may be more familiar with SAS, and most of the models described here can be fit with PROC MIXED or the NLiNMIX macro or new P ROC N LM IXED in SAS version 7, some exposure to the combination of graphical display and model-fitting approaches from S-PLUS may be informative. 1 Annual Conference on Applied Statistics in Agriculture Kansas State University New Prairie Press http://newprairiepress.org/agstatconference/1998/proceedings/2 2 Kansas State University We show how data exploration with trellis graphics, followed by fitting and comparing mixedeffects models, followed by graphical assessment of the fitted model can be used in a variety of situations. On some occasions, such as modeling growth curves, a linear trend or polynomial trend or other types of linear statistical models for the within-subject time dependence are just not going to do an adequate job of representing the data. In those cases, a nonlinear model is more appropriate. We show how the concept of a random coefficient model can be extended to nonlinear models so as to fit nonlinear mixed-effects models.

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Linear and nonlinear mixed-effects models

Nonlinear mixed-effects models have received a great deal of attention in the statistical literature in recent years because of the flexibility they offer in handling the unbalanced repeated-measures data that arise in different areas of investigation, such as pharmacokinetics and economics. Several different methods for estimating the parameters in nonlinear mixed-effects model have been proposed. We concentrate here on two of them—maximum likelihood and restricted maximum likelihood. A rather complex numerical issue for (restricted) maximum likelihood estimation in nonlinear mixed-effects models is the evaluation of the log-likelihood function of the data, because it involves the evaluation of a multiple integral that, in most cases, does not have a closed-form expression. We consider here four different approximations to the log-likelihood, comparing their computational and statistical properties. We conclude that the linear mixed-effects (LME) approximation suggested by Lindstrom and Bates, t...

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Douglas M. Bates

Papers

Mixed-effects modeling with crossed random effects for subjects and items

Nonlinear Regression Analysis and Its Applications

Nonlinear Mixed Effects Models for Repeated Measures Data

Linear and nonlinear mixed-effects models

Approximations to the Log-Likelihood Function in the Nonlinear Mixed-Effects Model