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Related papers: Fitting Linear Mixed-Effects Models using lme4

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We present a computational motivation for restricted maximum likelihood (REML) estimation in linear mixed models using an expectation--maximization (EM) algorithm. At each iteration, maximum likelihood (ML) and REML solve the same…

Computation · Statistics 2026-02-11 Andrew T. Karl

Linear mixed models (LMMs) are used as an important tool in the data analysis of repeated measures and longitudinal studies. The most common form of LMMs utilize a normal distribution to model the random effects. Such assumptions can often…

Methodology · Statistics 2016-02-16 Hien D. Nguyen , Geoffrey J. McLachlan

A statistical model is a mathematical representation of an often simplified or idealised data-generating process. In this paper, we focus on a particular type of statistical model, called linear mixed models (LMMs), that is widely used in…

Methodology · Statistics 2020-01-23 Emi Tanaka , Francis K. C. Hui

Restricted maximum likelihood (REML) estimation is a widely accepted and frequently used method for fitting linear mixed models, with its principal advantage being that it produces less biased estimates of the variance components. However,…

Methodology · Statistics 2025-05-15 Luca Maestrini , Francis K. C. Hui , Alan H. Welsh

The complexity of linear mixed-effects (LME) models means that traditional diagnostics are rendered less effective. This is due to a breakdown of asymptotic results, boundary issues, and visible patterns in residual plots that are…

Methodology · Statistics 2016-12-08 Adam Loy , Heike Hofmann , Dianne Cook

Linear mixed effects models (LMMs) are a popular and powerful tool for analyzing clustered or repeated observations for numeric outcomes. LMMs consist of a fixed and a random component, specified in the model through their respective design…

Statistics Theory · Mathematics 2019-12-10 Rok Blagus , Jakob Peterlin , Nataša Kejžar

Maximum likelihood estimation of generalized linear mixed models(GLMMs) is difficult due to marginalization of the random effects. Computing derivatives of a fitted GLMM's likelihood (with respect to model parameters) is also difficult,…

Methodology · Statistics 2022-12-12 Ting Wang , Benjamin Graves , Yves Rosseel , Edgar C. Merkle

While mixture of linear regressions (MLR) is a well-studied topic, prior works usually do not analyze such models for prediction error. In fact, {\em prediction} and {\em loss} are not well-defined in the context of mixtures. In this paper,…

Machine Learning · Statistics 2022-05-27 Avishek Ghosh , Arya Mazumdar , Soumyabrata Pal , Rajat Sen

The R package lcmm provides a series of functions to estimate statistical models based on linear mixed model theory. It includes the estimation of mixed models and latent class mixed models for Gaussian longitudinal outcomes (hlme),…

Computation · Statistics 2017-08-24 Cécile Proust-Lima , Viviane Philipps , Benoit Liquet

We study behavior of the restricted maximum likelihood (REML) estimator under a misspecified linear mixed model (LMM) that has received much attention in recent gnome-wide association studies. The asymptotic analysis establishes consistency…

Statistics Theory · Mathematics 2014-04-10 Jiming Jiang , Cong Li , Debashis Paul , Can Yang , Hongyu Zhao

We consider constructing model selection criteria for evaluating nonlinear mixed effects models via basis expansions. Mean functions and random functions in the mixed effects model are expressed by basis expansions, then they are estimated…

Methodology · Statistics 2014-02-25 Hidetoshi Matsui

We consider a finite mixture of regressions (FMR) model for high-dimensional inhomogeneous data where the number of covariates may be much larger than sample size. We propose an l1-penalized maximum likelihood estimator in an appropriate…

Methodology · Statistics 2012-02-28 Nicolas Städler , Peter Bühlmann , Sara van de Geer

Mixed effects (ME) models inform a vast array of problems in the physical and social sciences, and are pervasive in meta-analysis. We consider ME models where the random effects component is linear. We then develop an efficient approach for…

Mixture of Experts (MoE) are successful models for modeling heterogeneous data in many statistical learning problems including regression, clustering and classification. Generally fitted by maximum likelihood estimation via the well-known…

Machine Learning · Statistics 2018-10-30 Faicel Chamroukhi , Bao-Tuyen Huynh

Nonlinear Mixed Effects models (NLME) models are widely used in pharmacometrics and related fields to analyze hierarchical and longitudinal data. However, as the number of parameters and random effects increases, traditional methods for…

Methodology · Statistics 2026-04-30 Mohamed Tarek , Pedro Afonso

Linear mixed-effects model (LMM) is a cornerstone of longitudinal data analysis, but is limited to adeptly make heterogeneous analyses predictable under both group-specific fixed effects and subject-specific random effects. To address this…

Methodology · Statistics 2026-03-10 Xinkai Yue , Xiaodong Yan , Haohui Han , Liya Fu

The finite Gamma mixture model is often used to describe randomness in income data, insurance data, and data from other applications. The popular likelihood approach, however, does not work for this model because the likelihood function is…

Statistics Theory · Mathematics 2020-11-10 Mingxing He , Jiahua Chen

Linear Mixed Effects (LME) models have been widely applied in clustered data analysis in many areas including marketing research, clinical trials, and biomedical studies. Inference can be conducted using maximum likelihood approach if…

Methodology · Statistics 2022-11-10 Hao Chen , Lanshan Han , Alvin Lim

We consider nonlinear mixed effects models including high-dimensional covariates to model individual parameters variability. The objective is to identify relevant covariates among a large set under sparsity assumption and to estimate model…

Statistics Theory · Mathematics 2025-08-06 Antoine Caillebotte , Estelle Kuhn , Sarah Lemler

We describe the \proglang{R} package \pkg{glmmrBase} and an extension \pkg{glmmrOptim}. \pkg{glmmrBase} provides a flexible approach to specifying, fitting, and analysing generalised linear mixed models. We use an object-orientated class…

Computation · Statistics 2024-03-15 Samuel I. Watson
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