Inference about the fixed and random effects in a mixed-effects linear model: an approximate Bayesian approach

1993 ◽  
Author(s):  
Alan George Zimmermann
Biometrics ◽  
2010 ◽  
Vol 67 (2) ◽  
pp. 495-503 ◽  
Author(s):  
Joseph G. Ibrahim ◽  
Hongtu Zhu ◽  
Ramon I. Garcia ◽  
Ruixin Guo

2021 ◽  
Author(s):  
João Veríssimo

Mixed-effects models containing both fixed and random effects have become widely used in the cognitive sciences, as they are particularly appropriate for the analysis of clustered data. However, testing hypotheses in the presence of random effects is not completely straightforward, and a set of best practices for statistical inference in mixed-effects models is still lacking. Van Doorn et al. (2021) investigated how Bayesian hypothesis testing in mixed-effects models is impacted by particular model specifications. Here, we extend their work to the more complex case of models with three-level factorial predictors and, more generally, with multiple correlated predictors. We show how non-maximal models with correlated predictors contain 'mismatches' between fixed and random effects, in which the same predictor can refer to different effects in the fixed and random parts of a model. We then demonstrate though a series of Bayesian model comparisons that such mismatches can lead to inaccurate estimations of random variance, and in turn to biases in the assessment of evidence for the effect of interest. We present specific recommendations for how researchers can resolve mismatches or avoid them altogether: by fitting maximal models, eliminating correlations between predictors, or by residualising the random effects. Our results reinforce the observation that model comparisons with mixed-effects models can be surprisingly intricate and highlight that researchers should carefully and explicitly consider which hypotheses are being tested by each model comparison. Data and code are publicly available in an OSF repository at https://osf.io/njaup.


2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Maud Delattre ◽  
Marie-Anne Poursat

AbstractWe consider joint selection of fixed and random effects in general mixed-effects models. The interpretation of estimated mixed-effects models is challenging since changing the structure of one set of effects can lead to different choices of important covariates in the model. We propose a stepwise selection algorithm to perform simultaneous selection of the fixed and random effects. It is based on Bayesian Information criteria whose penalties are adapted to mixed-effects models. The proposed procedure performs model selection in both linear and nonlinear models. It should be used in the low-dimension setting where the number of ovariates and the number of random effects are moderate with respect to the total number of observations. The performance of the algorithm is assessed via a simulation study, which includes also a comparative study with alternatives when available in the literature. The use of the method is illustrated in the clinical study of an antibiotic agent kinetics.


2019 ◽  
Vol 42 (1) ◽  
pp. 81-99
Author(s):  
Marta Lucia Corrales ◽  
Edilberto Cepeda-Cuervo

Gamma regression models are a suitable choice to model continuous variables that take positive real values. This paper presents a gamma regression model with mixed effects from a Bayesian approach. We use the parametrisation of the gamma distribution in terms of the mean and the shape parameter, both of which are modelled through regression structures that may involve fixed and random effects.  A computational implementation via Gibbs sampling is provided and illustrative examples (simulated and real data) are presented.


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