Linear Mixed-Effects Models (LMMs) are a type of statistical model used for analyzing data that involves both fixed and random effects. They are particularly useful when dealing with hierarchical, nested, or grouped data.
Key Components of LMMs
- Fixed Effects:
- These are the effects of interest, generally representing the systematic part of the model.
- Examples include variables like treatment effects, time, or other independent variables.
- Random Effects:
- These capture variability from random factors, often representing repeated measurements or clustering within groups (e.g., subjects, schools, locations).
- Random effects allow modeling of variations within and between groups.
- Residual Error:
- The unexplained variation not accounted for by fixed or random effects.
Model Representation
A general form of a linear mixed-effects model can be expressed as:
$$
y=X \beta+Z b+\epsilon
$$
Where:
- $y$= Response variable
- $X$ = Design matrix for fixed effects
- $\beta$= Fixed effects coefficients
- $Z$= Design matrix for random effects
- $b$= Random effects coefficients
- $\epsilon$= Residual errors
When to Use LMMs
- When data has repeated measurements (e.g., longitudinal data).
- When observations are clustered (e.g., students within schools, patients within hospitals).
- When you want to account for both subject-specific and population-level effects.
Advantages of LMMs