Fits generalized linear mixed models for a single grouping factor under
maximum likelihood approximating the integrals over the random effects with an
adaptive Gaussian quadrature rule; Jose C. Pinheiro and Douglas M. Bates (1995)
This repository contains the source files for the R package GLMMadaptive. This package fits mixed effects models for grouped/clustered outcome variables for which the integral over the random effects in the definition of the marginal likelihood cannot be solved analytically. The package approximates these integrals using the adaptive Gauss-Hermite quadrature rule.
Multiple random effects terms can be included for the grouping factor (e.g., random intercepts, random linear slopes, random quadratic slopes), but currently only a single grouping factor is allowed.
The package contains a single model-fitting function named mixed_model()
with four
required arguments, fixed
a formula for the fixed effects, random
a formula for the
random effects, family
a family object specifying the type of response variable, and
data
a data frame containing the variables in the previously mentioned formulas.
Methods for standard generics are provided, i.e., coef()
, fixef()
, ranef()
,
vcov()
, logLik()
, summary()
, anova()
, confint()
, fitted()
, residuals()
,
predict()
, and simulate()
.
Negative binomial mixed models can be fitted using the negative.binomial()
family
object.
Zero-inflated Poisson and negative binomial models using the zi.poisson()
and
zi.negative.binomial()
family objects.
Hurdle Poisson and negative binomial models using the hurdle.poisson()
and
hurdle.negative.binomial()
family objects.
Two-part/hurdle mixed models for semi-continuous normal data using the
hurdle.lognormal()
family objects.
Beta and hurdle Beta mixed effects models using beta.fam()
and hurdle.beta.fam()
family objects.
Users may also specify their own log-density function for the repeated measurements response variable, and the internal algorithms will take care of the optimization.
Calculates the marginalized coefficients using the idea of Hedeker et al. (2017) using
function marginal_coefs()
.
Predictions with confidence interval for constructing effects plots are provided by
function effectPlotData()
.
Let y
denote a grouped/clustered outcome, g
denote the grouping factor, and x1
and
x2
covariates. A mixed effects model with y
as outcome, x1
and x2
as fixed effects,
and random intercepts is fitted with the code:
fm <- mixed_model(fixed = y ~ x1 + x2, random = ~ 1 | g, data = DF, family = poisson()) summary(fm)
In the data
argument we provide the data frame DF
, which contains the aforementioned
variables. In the family argument we specify the distribution of the grouped/clustered
outcome conditional on the random effects. To include in the random-effects part
intercepts and x1
, we update the call to mixed_model()
as
gm <- mixed_model(fixed = y ~ x1 + x2, random = ~ x1 | g, data = DF, family = poisson()) summary(gm)
The development version of the package can be installed from GitHub using the devtools package:
devtools::install_github("drizopoulos/GLMMadaptive")
and with vignettes
devtools::install_github("drizopoulos/GLMMadaptive", build_opts = NULL)
Hex-sticker courtesy of Greg Papageorgiou @gr_papageorgiou.
The predict()
method now works for zero-inflated and hurdle models.
Hurdle Beta mixed effects models are now available using the hurdle.beta.fam
family
object.
The new function scoring_rules()
calculates proper scoring rule for subject-specific
predictions from mixed models for categorical data.
Added support for the emmeans package.
Hurdle Poisson and negative binomial models are now implemented using the family objects hurdle.poisson
and hurdle.negative.binomial
, respectively.
added S3 methods for the terms()
, model.frame()
and model.matrix()
generics in order to
work with the multcomp package.
A new vignette illustrating multiple comparisons with the multcomp package.
Methods vcov()
, summary()
, confint()
, anova()
, marginal_coefs()
, effectPlotData()
, predict()
, and simulate()
have gained the logical argument sandwich
to invoke the use of robust/sandwich standard errors in the calculations.
Zero-inflated Poisson and negative binomial models are now implemented using the family objects zi.poisson()
and zi.negative.binomial()
, respectively. In addition, taking into advantage of the fact that users can specify their own log density functions for the outcome, two-part / hurdle model can also be implemented.
A new vignette illustrates how the zero-inflated models can be fitted.
The predict()
method is now fully available. It calculates predictions, and standard errors for models returned by mixed_model()
at three levels:
"mean subject": only the fixed effects part corresponding to predictions for the average subject (but not population averaged predictions in case of nonlinear link functions).
"marginal": predictions using the marginalized coefficients that correspond to population averaged predictions.
"subject specific": predictions at the subject level. These can be also calculated for subjects not originally in the dataset (i.e., estimates of the random effects are internally obtained).
The simulate()
method is available to simulate data from fitted mixed models. This can be used for instance to perform replication / posterior predictive checks.