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Mixed effects models are widely used to describe heterogeneity in a population. A crucial issue when adjusting such a model to data consists in identifying fixed and random effects. From a statistical point of view, it remains to test the…

Methodology · Statistics 2017-12-25 Charlotte Baey , Paul-Henry Cournède , Estelle Kuhn

Nonlinear mixed effects modeling is a powerful tool when analyzing data from several entities in an experiment. In this paper, we present NLMEModeling, a package for mixed effects modeling in Wolfram Mathematica. NLMEModeling supports mixed…

Computation · Statistics 2020-11-16 Jacob Leander , Joachim Almquist , Anna Johnning , Julia Larsson , Mats Jirstrand

Linear mixed-effects models are widely used in analyzing repeated measures data, including clustered and longitudinal data, where inferences of both fixed effects and variance components are of importance. Unlike the fixed effect inference…

Methodology · Statistics 2022-08-31 J. Zhang , W. Guo , J. S. Carpenter , Andrew Leroux , K. R. Merikangas , N. G. Martin , I. B. Hickie , H. Shou , H. Li

Generalized linear mixed models (GLMMs) are used to model responses from exponential families with a combination of fixed and random effects. For variance components in GLMMs, we propose an approximate restricted likelihood ratio test that…

Methodology · Statistics 2019-06-11 Stephanie T. Chen , Luo Xiao , Ana-Maria Staicu

Finite mixtures of multivariate normal distributions have been widely used in empirical applications in diverse fields such as statistical genetics and statistical finance. Testing the number of components in multivariate normal mixture…

Statistics Theory · Mathematics 2019-02-11 Hiroyuki Kasahara , Katsumi Shimotsu

We examine the problem of variance components testing in general mixed effects models using the likelihood ratio test. We account for the presence of nuisance parameters, i.e. the fact that some untested variances might also be equal to…

Methodology · Statistics 2024-05-27 Tom Guédon , Charlotte Baey , Estelle Kuhn

An important feature of linear mixed models and generalized linear mixed models is that the conditional mean of the response given the random effects, after transformed by a link function, is linearly related to the fixed covariate effects…

Applications · Statistics 2008-12-29 Mingyan Huang , Daowen Zhang

Random effects are a flexible addition to statistical models to capture structural heterogeneity in the data, such as spatial dependencies, individual differences, temporal dependencies, or non-linear effects. Testing for the presence (or…

Methodology · Statistics 2024-10-21 Fabio Vieira , Hongwei Zhao , Joris Mulder

Meta-regression models are commonly used to synthesize and compare effect sizes. Unfortunately, traditional meta-regression methods are ill-equipped to handle the complex and often unknown correlations among non-independent effect sizes.…

Methodology · Statistics 2015-03-10 Zachary Fisher , Elizabeth Tipton

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…

Computation · Statistics 2014-06-24 Douglas Bates , Martin Mächler , Ben Bolker , Steve Walker

Mixed linear models are commonly used in repeated measures studies. They account for the dependence amongst observations obtained from the same experimental unit. Oftentimes, the number of observations is small, and it is thus important to…

Methodology · Statistics 2011-08-05 Tatiane F. N. Melo , Silvia L. P. Ferrari , Francisco Cribari-Neto

We consider a test for the hypothesis that the within-treatment variance component in a one-way random effects model is null. This test is based on a decomposition of a $U$-statistic. Its asymptotic null distribution is derived under the…

Statistics Theory · Mathematics 2008-12-18 Juvêncio S. Nobre , Julio M. Singer , Mervyn J. Silvapulle

Cross-level interactions among fixed effects in linear mixed models (also known as multilevel models) are often complicated by the variances stemming from random effects and residuals. When these variances change across clusters, tests of…

Methodology · Statistics 2022-03-18 Ting Wang , Edgar C. Merkle , Joaquin A. Anguera , Brandon M. Turner

Random effects are the gold standard for capturing structural heterogeneity in data, such as spatial dependencies, individual differences, or temporal dependencies. However, testing for their presence is challenging, as it involves a…

Methodology · Statistics 2025-08-05 Fabio Vieira , Hongwei Zhao , Joris Mulder

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

Linear mixed-effects models are commonly used to analyze clustered data structures. There are numerous packages to fit these models in R and conduct likelihood-based inference. The implementation of resampling-based procedures for inference…

Methodology · Statistics 2021-06-15 Adam Loy , Jenna Korobova

We test the hypothesis that simulataneous linear contrasts of multiple variance components equal zero in a Gaussian variance components model via a parametric bootstrap. Applications include but are not limited to nested and crossed…

Methodology · Statistics 2026-04-29 Alex Stringer , Jeffrey Negrea

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

The rebmix package provides R functions for random univariate and multivariate finite mixture model generation, estimation, clustering and classification. The paper is focused on multivariate normal mixture models with unrestricted…

Machine Learning · Statistics 2018-01-29 Marko Nagode

In many psychometric applications, the relationship between the mean of an outcome and a quantitative covariate is too complex to be described by simple parametric functions; instead, flexible nonlinear relationships can be incorporated…

Methodology · Statistics 2023-02-28 Boyu Ren , Stuart R. Lipsitz , Garrett M. Fitzmaurice , Roger D. Weiss
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