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.

/pdf/fitting-linear-mixed-effects-models-using-lme4-4zzrpoy9lh.pdf

Fitting Linear Mixed-Effects Models Using lme4

There is, I think, something ethereal about i —the square root of minus one. I remember first hearing about it at school. It seemed an odd beast at that time—an intruder hovering on the edge of reality.

Usually familiarity dulls this sense of the bizarre, but in the case of i it was the reverse: over the years the sense of its surreal nature intensified. It seemed that it was impossible to write mathematics that described the real world in …

I and i

Structural equation modeling (SEM) is a vast field and widely used by many applied researchers in the social and behavioral sciences. Over the years, many software packages for structural equation modeling have been developed, both free and commercial. However, perhaps the best state-of-the-art software packages in this field are still closed-source and/or commercial. The R package lavaan has been developed to provide applied researchers, teachers, and statisticians, a free, fully open-source, but commercial-quality package for latent variable modeling. This paper explains the aims behind the development of the package, gives an overview of its most important features, and provides some examples to illustrate how lavaan works in practice.

/pdf/lavaan-an-r-package-for-structural-equation-modeling-241rrq51a8.pdf

lavaan: An R Package for Structural Equation Modeling

So far in this course we have dealt entirely with the evolution of characters that are controlled by simple Mendelian inheritance at a single locus. There are notes on the course website about gametic disequilibrium and how allele frequencies change at two loci simultaneously, but we didn’t discuss them. In every example we’ve considered we’ve imagined that we could understand something about evolution by examining the evolution of a single gene. That’s the domain of classical population genetics. For the next few weeks we’re going to be exploring a field that’s actually older than classical population genetics, although the approach we’ll be taking to it involves the use of population genetic machinery. If you know a little about the history of evolutionary biology, you may know that after the rediscovery of Mendel’s work in 1900 there was a heated debate between the “biometricians” (e.g., Galton and Pearson) and the “Mendelians” (e.g., de Vries, Correns, Bateson, and Morgan). Biometricians asserted that the really important variation in evolution didn’t follow Mendelian rules. Height, weight, skin color, and similar traits seemed to

Human biochemical genetics

Co-Planar Stereotaxic Atlas of the Human Brain—3-Dimensional Proportional System: An Approach to Cerebral Imaging, J. Talairach, P. Tournoux. Georg Thieme Verlag, New York (1988), 122 pp., 130 figs. DM 268

Preface LINEAR VARIANCE-COMPONENTS MODELS Introduction How reliable are expiratory flow measurements? The variance-components model Modeling the Mini Wright measurements Estimation methods Assigning values to the random intercepts Summary and further reading Exercises LINEAR RANDOM-INTERCEPT MODELS Introduction Are tax preparers useful? The longitudinal data structure Panel data and correlated residuals The random-intercept model Different kinds of effects in panel models Endogeneity and between-taxpayer effects Residual diagnostics Summary and further reading Exercises LINEAR RANDOM-COEFFICIENT AND GROWTH-CURVE MODELS Introduction How effective are different schools? Separate linear regressions for each school The random-coefficient model How do children grow? Growth-curve modeling Two-stage model formulation Prediction of trajectories for individual children Complex level-1 variation or heteroskedasticity Summary and further reading Exercises DICHOTOMOUS OR BINARY RESPONSES Models for dichotomous responses Which treatment is best for toenail infection? The longitudinal data structure Population-averaged or marginal probabilities Random-intercept logistic regression Subject-specific vs. population-averaged relationships Maximum likelihood estimation using adaptive quadrature Empirical Bayes (EB) predictions Other approaches to clustered dichotomous data Summary and further reading Exercises ORDINAL RESPONSES Introduction Cumulative models for ordinal responses Are antipsychotic drugs effective for patients with schizophrenia? Longitudinal data structure and graphs A proportional-odds model A random-intercept proportional-odds model A random-coefficient proportional-odds model Marginal and patient-specific probabilities Do experts differ in their grading of student essays? A random-intercept model with grader bias Including grader-specific measurement error variances Including grader-specific thresholds Summary and further reading Exercises COUNTS Introduction Types of counts Poisson model for counts Did the German health-care reform reduce the number of doctor visits? Longitudinal data structure Poisson regression ignoring overdispersion and clustering Poisson regression with overdispersion but ignoring clustering Random-intercept Poisson regression Random-coefficient Poisson regression Other approaches to clustered counts Which Scottish countries have a high risk of lip cancer? Standardized mortality ratios Random-intercept Poisson regression Nonparametric maximum likelihood estimation Summary and further reading Exercises HIGHER LEVEL MODELS AND NESTED RANDOM EFFECTS Introduction Which method is best for measuring expiratory flow? Two-level variance-components models Three-level variance-components models Did the Guatemalan immunization campaign work? A three-level logistic random-intercept model Summary and further reading Exercises CROSSED RANDOM EFFECTS Introduction How does investment depend on expected profit and capital stock? A two-way error-components model How much do primary and secondary schools affect attainment at age 16? An additive crossed random-effects model Including a random interaction A trick requiring fewer random effects Summary and further reading Exercises APPENDIX A: Syntax for gllamm, eq, and gllapred APPENDIX B: Syntax for gllamm APPENDIX C: Syntax for gllapred APPENDIX D: Syntax for gllasim References Author Index Subject Index

Multilevel and Longitudinal Modeling Using Stata

Objective: The authors’ goal was to determine whether patients with schizophrenia differ from comparison subjects in regional brain volumes and whether these differences are similar in male and female subjects. Method: They conducted a systematic search for structural magnetic resonance imaging (MRI) studies of patients with schizophrenia that reported volume measurements of selected cortical, subcortical, and ventricular regions in relation to comparison groups. They carried out a meta-analysis of the volumes of these regions in the patients with schizophrenia and the comparison subjects using a random effects model; they also used random effects regression analysis to examine the influence of gender on effect sizes. Results: Fifty-eight studies were identified as suitable for analysis; these studies included 1,588 independent patients with schizophrenia. Assuming a volume of 100% in the comparison group, they found that the mean cerebral volume of the subjects with schizophrenia was smaller (98%), but the mean total ventricular volume of the subjects with schizophrenia was greater (126%). Relative to the cerebral volume differences, the regional volumes of the subjects with schizophrenia were 94% in the left and right amygdala, 94% in the left and 95% in the right hippocampus/amygdala, and 93% in the left and 95% in the right parahippocampus. Relative to the global ventricular system differences, the largest differences in ventricular subdivisions were in the right and left body of the lateral ventricle, where the volumes of schizophrenic subjects were 116% and 116%, respectively. For most regions, effect size was not significantly related to gender. Conclusions: Regional structural differences in patients with schizophrenia include bilaterally reduced volume of medial temporal lobe structures. There is a need for greater integration of results from structural MRI studies to avoid redundant research activity. (Am J Psychiatry 2000; 157:16‐25)

https://ajp.psychiatryonline.org/doi/pdf/10.1176/ajp.157.1.16

Meta-Analysis of Regional Brain Volumes in Schizophrenia

METHODOLOGY THE OMNI-PRESENCE OF LATENT VARIABLES Introduction 'True' variable measured with error Hypothetical constructs Unobserved heterogeneity Missing values and counterfactuals Latent responses Generating flexible distributions Combining information Summary MODELING DIFFERENT RESPONSE PROCESSES Introduction Generalized linear models Extensions of generalized linear models Latent response formulation Modeling durations or survival Summary and further reading CLASSICAL LATENT VARIABLE MODELS Introduction Multilevel regression models Factor models and item response models Latent class models Structural equation models with latent variables Longitudinal models Summary and further reading GENERAL MODEL FRAMEWORK Introduction Response model Structural model for the latent variables Distribution of the disturbances Parameter restrictions and fundamental parameters Reduced form of the latent variables and linear predictor Moment structure of the latent variables Marginal moment structure of observed and latent responses Reduced form distribution and likelihood Reduced form parameters Summary and further reading IDENTIFICATION AND EQUIVALENCE Introduction Identification Equivalence Summary and further reading ESTIMATION Introduction Maximum likelihood: Closed form marginal likelihood Maximum likelihood: Approximate marginal likelihood Maximizing the likelihood Nonparametric maximum likelihood estimation Restricted/Residual maximum likelihood (REML) Limited information methods Maximum quasi-likelihood Generalized Estimating Equations (GEE) Fixed effects methods Bayesian methods Summary Appendix: Some software and references ASSIGNING VALUES TO LATENT VARIABLES Introduction Posterior distributions Empirical Bayes (EB) Empirical Bayes modal (EBM) Maximum likelihood Relating the scoring methods in the 'linear case' Ad hoc scoring methods Some uses of latent scoring and classification Summary and further reading Appendix: Some software MODEL SPECIFICATION AND INFERENCE Introduction Statistical modeling Inference (likelihood based) Model selection: Relative fit criteria Model adequacy: Global absolute fit criteria Model diagnostics: Local absolute fit criteria Summary and further reading APPLICATIONS DICHOTOMOUS RESPONSES Introduction Respiratory infection in children: A random intercept model Diagnosis of myocardial infarction: A latent class model Arithmetic reasoning: Item response models Nicotine gum and smoking cessation: A meta-analysis Wives' employment transitions: Markov models with unobserved heterogeneity Counting snowshoe hares: Capture-recapture models with heterogeneity Attitudes to abortion: A multilevel item response model Summary and further reading ORDINAL RESPONSES Introduction Cluster randomized trial of sex education: Latent growth curve model Political efficacy: Factor dimensionality and item-bias Life satisfaction: Ordinal scaled probit factor models Summary and further reading COUNTS Introduction Prevention of faulty teeth in children: Modeling overdispersion Treatment of epilepsy: A random coefficient model Lip cancer in Scotland: Disease mapping Summary and further reading DURATIONS AND SURVIVAL Introduction Modeling multiple events clustered duration data Onset of smoking: Discrete time frailty models Exercise and angina: Proportional hazards random effects and factor models Summary and further reading COMPARATIVE RESPONSES Introduction Heterogeneity and 'Independence from Irrelevant Alternatives' Model structure British general elections: Multilevel models for discrete choice and rankings Post-materialism: A latent class model for rankings Consumer preferences for coffee makers: A conjoint choice model Summary and further reading MULTIPLE PROCESSES AND MIXED RESPONSES Introduction Diet and heart disease: A covariate measurement error model Herpes and cervical cancer: A latent class covariate measurement error model for a case-control study Job training and depression: A complier average causal effect model Physician advice and drinking: An endogenous treatment model Treatment of liver cirrhosis: A joint survival and marker model Summary and further reading REFERENCES INDEX AUTHOR INDEX

Generalized Latent Variable Modeling: Multilevel, Longitudinal, and Structural Equation Models

The authors describe almost entirely automated procedures for estimation of global, voxel, and cluster-level statistics to test the null hypothesis of zero neuroanatomical difference between two groups of structural magnetic resonance imaging (MRI) data. Theoretical distributions under the null hypothesis are available for (1) global tissue class volumes; (2) standardized linear model [analysis of variance (ANOVA and ANCOVA)] coefficients estimated at each voxel; and (3) an area of spatially connected clusters generated by applying an arbitrary threshold to a two-dimensional (2-D) map of normal statistics at voxel level. The authors describe novel methods for economically ascertaining probability distributions under the null hypothesis, with fewer assumptions, by permutation of the observed data. Nominal Type I error control by permutation testing is generally excellent; whereas theoretical distributions may be over conservative. Permutation has the additional advantage that it can be used to test any statistic of interest, such as the sum of suprathreshold voxel statistics in a cluster (or cluster mass), regardless of its theoretical tractability under the null hypothesis. These issues are illustrated by application to MRI data acquired from 18 adolescents with hyperkinetic disorder and 16 control subjects matched for age and gender.

http://www.ai.mit.edu/events/talks/fMRI/papers/permutation_tests2.pdf

Global, voxel, and cluster tests, by theory and permutation, for a difference between two groups of structural MR images of the brain

A unifying framework for generalized multilevel structural equation modeling is introduced. The models in the framework, called generalized linear latent and mixed models (GLLAMM), combine features of generalized linear mixed models (GLMM) and structural equation models (SEM) and consist of a response model and a structural model for the latent variables. The response model generalizes GLMMs to incorporate factor structures in addition to random intercepts and coefficients. As in GLMMs, the data can have an arbitrary number of levels and can be highly unbalanced with different numbers of lower-level units in the higher-level units and missing data. A wide range of response processes can be modeled including ordered and unordered categorical responses, counts, and responses of mixed types. The structural model is similar to the structural part of a SEM except that it may include latent and observed variables varying at different levels. For example, unit-level latent variables (factors or random coefficients) can be regressed on cluster-level latent variables. Special cases of this framework are explored and data from the British Social Attitudes Survey are used for illustration. Maximum likelihood estimation and empirical Bayes latent score prediction within the GLLAMM framework can be performed using adaptive quadrature in gllamm, a freely available program running in Stata.

/pdf/generalized-multilevel-structural-equation-modeling-1wlutp7neh.pdf

Sophia Rabe-Hesketh

Papers

Multilevel and Longitudinal Modeling Using Stata

Meta-Analysis of Regional Brain Volumes in Schizophrenia

Generalized Latent Variable Modeling: Multilevel, Longitudinal, and Structural Equation Models

Global, voxel, and cluster tests, by theory and permutation, for a difference between two groups of structural MR images of the brain

Generalized multilevel structural equation modeling