Random effects model

About: Random effects model is a research topic. Over the lifetime, 8388 publications have been published within this topic receiving 438823 citations. The topic is also known as: random effects & random effect.

Within- and between-cluster effects in generalized linear mixed models: A discussion of approaches and the xthybrid command

Abstract: One typically analyzes clustered data using random- or fixed-effects models. Fixed-effects models allow consistent estimation of the effects of level-one variables, even if there is unobserved heterogeneity at level two. However, these models cannot estimate the effects of level-two variables. Hybrid and correlated random-effects models are flexible modeling specifications that separate within- and between-cluster effects and allow for both consistent estimation of level-one effects and inclusion of level-two variables. In this article, we elaborate on the separation of within- and between-cluster effects in generalized linear mixed models. These models present a unifying framework for an entire class of models whose response variables follow a distribution from the exponential family (for example, linear, logit, probit, ordered probit and logit, Poisson, and negative binomial models). We introduce the user-written command xthybrid, a shell for the meglm command. xthybrid can fit a variety of hybrid and correlated random-effects models

Variable Selection and Model Choice in Geoadditive Regression Models

Abstract: Model choice and variable selection are issues of major concern in practical regression analyses. We propose a boosting procedure that facilitates both tasks in a class of complex geoadditive regression models comprising spatial effects, nonparametric effects of continuous covariates, interaction surfaces, random effects, and varying coefficient terms. The major modelling component are penalized splines and their bivariate tensor product extensions. All smooth model terms are represented as the sum of a parametric component and a remaining smooth component with one degree of freedom to obtain a fair comparison between all model terms. A generic representation of the geoadditive model allows to devise a general boosting algorithm that implements automatic model choice and variable selection. We demonstrate the versatility of our approach with two examples: a geoadditive Poisson regression model for species counts in habitat suitability analyses and a geoadditive logit model for the analysis of forest health.

Evidence-based sample size calculations based upon updated meta-analysis.

Abstract: Meta-analyses of randomized controlled trials (RCTs) provide the highest level of evidence regarding the effectiveness of interventions and as such underpin much of evidence-based medicine. Despite this, meta-analyses are usually produced as observational by-products of the existing literature, with no formal consideration of future meta-analyses when individual trials are being designed. Basing the sample size of a new trial on the results of an updated meta-analysis which will include it, may sometimes make more sense than powering the trial in isolation. A framework for sample size calculation for a future RCT based on the results of a meta-analysis of the existing evidence is presented. Both fixed and random effect approaches are explored through an example. Bayesian Markov Chain Monte Carlo simulation modelling is used for the random effects model since it has computational advantages over the classical approach. Several criteria on which to base inference and hence power are considered. The prior expectation of the power is averaged over the prior distribution for the unknown true treatment effect. An extension to the framework allowing for consideration of the design for a series of new trials is also presented. Results suggest that power can be highly dependent on the statistical model used to meta-analyse the data and even very large studies may have little impact on a meta-analysis when there is considerable between study heterogeneity. This raises issues regarding the appropriateness of the use of random effect models when designing and drawing inferences across a series of studies.

Biometrical modeling of twin and family data using standard mixed model software.

Abstract: Biometrical genetic modeling of twin or other family data can be used to decompose the variance of an observed response or 'phenotype' into genetic and environmental components. Convenient parameterizations requiring few random effects are proposed, which allow such models to be estimated using widely available software for linear mixed models (continuous phenotypes) or generalized linear mixed models (categorical phenotypes). We illustrate the proposed approach by modeling family data on the continuous phenotype birth weight and twin data on the dichotomous phenotype depression. The example data sets and commands for Stata and R/S-PLUS are available at the Biometrics website.

Fixed and random effects.

Abstract: In performing a multilevel analysis, what is a level? And when should a variable have a random slope? This depends on whether the units in the design should be regarded as being representative of a population and on whether the researcher wishes to draw conclusions primarily about the observed units or primarily about the population. Keywords: fixed effects; random effects; linear model; multilevel analysis; mixed model; population; dummy variables