Fitting Linear Mixed-Effects Models Using lme4
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TLDR
In this article, a model is described in an lmer call by a formula, in this case including both fixed-and random-effects terms, and the formula and data together determine a numerical representation of the model from which the profiled deviance or the profeatured REML criterion can be evaluated as a function of some of model parameters.Abstract:
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.read more
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References
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Small Sample Inference for Fixed Effects from Restricted Maximum Likelihood
TL;DR: A scaled Wald statistic is presented, together with an F approximation to its sampling distribution, that is shown to perform well in a range of small sample settings and has the advantage that it reproduces both the statistics and F distributions in those settings where the latter is exact.
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TL;DR: 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.