Division of Biostatistics, Department of Epidemiology and Health Policy Research, University of Florida College of Medicine, FL, USA.
Stat Med. 2010 Feb 20;29(4):504-20. doi: 10.1002/sim.3775.
Mixed effects models have become very popular, especially for the analysis of longitudinal data. One challenge is how to build a good enough mixed effects model. In this paper, we suggest a systematic strategy for addressing this challenge and introduce easily implemented practical advice to build mixed effects models. A general discussion of the scientific strategies motivates the recommended five-step procedure for model fitting. The need to model both the mean structure (the fixed effects) and the covariance structure (the random effects and residual error) creates the fundamental flexibility and complexity. Some very practical recommendations help to conquer the complexity. Centering, scaling, and full-rank coding of all the predictor variables radically improve the chances of convergence, computing speed, and numerical accuracy. Applying computational and assumption diagnostics from univariate linear models to mixed model data greatly helps to detect and solve the related computational problems. Applying computational and assumption diagnostics from the univariate linear models to the mixed model data can radically improve the chances of convergence, computing speed, and numerical accuracy. The approach helps to fit more general covariance models, a crucial step in selecting a credible covariance model needed for defensible inference. A detailed demonstration of the recommended strategy is based on data from a published study of a randomized trial of a multicomponent intervention to prevent young adolescents' alcohol use. The discussion highlights a need for additional covariance and inference tools for mixed models. The discussion also highlights the need for improving how scientists and statisticians teach and review the process of finding a good enough mixed model.
混合效应模型已经变得非常流行,特别是在分析纵向数据时。一个挑战是如何构建一个足够好的混合效应模型。本文提出了一种系统的策略来解决这个挑战,并介绍了一些易于实现的实用建议来构建混合效应模型。对科学策略的一般讨论激发了建议的五步模型拟合程序。需要对均值结构(固定效应)和协方差结构(随机效应和残差)进行建模,这就产生了基本的灵活性和复杂性。一些非常实用的建议有助于克服这种复杂性。对所有预测变量进行中心化、缩放和满秩编码,可以极大地提高收敛的机会、计算速度和数值精度。将单变量线性模型的计算和假设诊断应用于混合模型数据,可以极大地帮助检测和解决相关的计算问题。应用单变量线性模型的计算和假设诊断到混合模型数据可以极大地提高收敛的机会、计算速度和数值精度。这种方法有助于拟合更通用的协方差模型,这是选择用于辩护性推断的可信协方差模型的关键步骤。对推荐策略的详细演示基于一项已发表的随机试验多组分干预预防青少年饮酒的研究数据。讨论强调了需要为混合模型提供额外的协方差和推断工具。讨论还强调了需要改进科学家和统计学家教授和审查寻找足够好的混合模型的过程。