Type: Package
Title: Generalized Laplace Mixed-Effects Models
Version: 1.1.0
Date: 2023-11-24
Maintainer: Marco Geraci <marco.geraci@uniroma1.it>
Depends: R (≥ 3.0.0), nlme
Imports: gsl, lqmm, MASS, Matrix, mvtnorm, numDeriv, statmod, stats, Qtools, Rcpp (≥ 0.12.13), utils
LinkingTo: Rcpp, RcppArmadillo, BH
Description: Provides functions to fit linear mixed models based on convolutions of the generalized Laplace (GL) distribution. The GL mixed-effects model includes four special cases with normal random effects and normal errors (NN), normal random effects and Laplace errors (NL), Laplace random effects and normal errors (LN), and Laplace random effects and Laplace errors (LL). The methods are described in Geraci and Farcomeni (2020, Statistical Methods in Medical Research) <doi:10.1177/0962280220903763>.
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
LazyLoad: yes
NeedsCompilation: yes
Packaged: 2023-11-24 12:00:43 UTC; marco
Author: Marco Geraci ORCID iD [aut, cph, cre], Alessio Farcomeni [ctb]
Repository: CRAN
Date/Publication: 2023-11-24 13:10:02 UTC

nlmm: Generalized Laplace Mixed-Effects Models

Description

The nlmm package provides functions to fit linear mixed models based on convolutions of the generalized Laplace (GL) distribution. The GL mixed-effects model includes four special cases with normal random effects and normal errors (NN), normal random effects and Laplace errors (NL), Laplace random effects and normal errors (LN), and Laplace random effects and Laplace errors (LL). The methods are described in Geraci and Farcomeni (2020). See also Geraci (2017) for details on special cases.

Details

Package: nlmm
Type: Package
Version: 1.1.0
Date: 2023-11-24
License: GPL (>=3)
LazyLoad: yes

Author(s)

Marco Geraci [aut, cph, cre], Alessio Farcomeni [ctb]

Maintainer: Marco Geraci <marco.geraci@uniroma1.it>

References

Geraci M (2017). Mixed-effects models using the normal and the Laplace distributions: A 2 x 2 convolution scheme for applied research. arXiv:1712.07216v1 [stat.ME]. URL: https://arxiv.org/abs/1712.07216v1.

Geraci, M. and Farcomeni A (2020). A family of linear mixed-effects models using the generalized Laplace distribution. Statistical Methods in Medical Research 29(9), 2665-2682.

The Univariate Symmetric Generalized Laplace Distribution

Description

Density, distribution function, quantile function and random generation for the univariate symmetric generalized Laplace distribution.

Usage

dgl(x, sigma = 1, shape = 1, log = FALSE)
pgl(x, sigma = 1, shape = 1, lower.tail = TRUE, log.p = FALSE)
qgl(p, sigma = 1, shape = 1, lower.tail = TRUE, log.p = FALSE)
rgl(n, sigma = 1, shape = 1)

Arguments

x

vector of quantiles.

p

vector of probabilities.

n

number of observations.

sigma

positive scale parameter.

shape

shape parameter.

log, log.p

logical; if TRUE, probabilities are log–transformed.

lower.tail

logical; if TRUE (default), probabilities are P[X \le x] otherwise, P[X > x]. Similarly for quantiles.

Details

The univariate symmetric generalized Laplace distribution (Kotz et al, 2001, p.190) has density

f(x) = \frac{2}{\sqrt{2\pi}\Gamma(s)\sigma^{s+1/2}}(\frac{|x|}{\sqrt{2}})^{\omega}B_{\omega}(\frac{\sqrt{2}|x|}{\sigma})

where \sigma is the scale parameter, \omega = s - 1/2, and s is the shape parameter. \Gamma denotes the Gamma function and B_{u} the modified Bessel function of the third kind with index u. The variance is s\sigma^{2}.

This distribution is the univariate and symmetric case of MultivariateGenLaplace.

Value

dgl gives the density, pgl gives the distribution function, qgl gives the quantile function, and rgl generates random deviates.

Author(s)

Marco Geraci

References

Kotz, S., Kozubowski, T., and Podgorski, K. (2001). The Laplace distribution and generalizations. Boston, MA: Birkhauser.

See Also

MultivariateGenLaplace

The Laplace Distribution

Description

Density, distribution function, quantile function and random generation for the (symmetric) Laplace distribution.

Usage

dl(x, mu = 0, sigma = 1, log = FALSE)
pl(x, mu = 0, sigma = 1, lower.tail = TRUE, log.p = FALSE)
ql(p, mu = 0, sigma = 1, lower.tail = TRUE, log.p = FALSE)
rl(n, mu = 0, sigma = 1)

Arguments

x

vector of quantiles.

p

vector of probabilities.

n

number of observations.

mu

location parameter.

sigma

positive scale parameter.

log, log.p

logical; if TRUE, probabilities are log–transformed.

lower.tail

logical; if TRUE (default), probabilities are P[X \le x] otherwise, P[X > x]. Similarly for quantiles.

Details

The Laplace distribution has density

f(x) = \frac{1}{\sqrt{2}\sigma}e^{-\frac{\sqrt(2)}{\sigma} |x - \mu|}

where \mu is the location parameter and \sigma is the scale parameter. Note that based on this parameterization, the distribution has variance \sigma^2.

Value

dl gives the density and rl generates random deviates.

Author(s)

Marco Geraci

References

Kotz, S., Kozubowski, T., and Podgorski, K. (2001). The Laplace distribution and generalizations. Boston, MA: Birkhauser.

See Also

MultivariateLaplace, GenLaplace

The Multivariate Asymmetric Generalized Laplace Distribution

Description

Density and random generation for the multivariate asymmetric generalized Laplace distribution.

Usage

dmgl(x, mu = rep(0, d), sigma = diag(d), shape = 1, log = FALSE)
rmgl(n, mu, sigma, shape = 1)

Arguments

x

vector of quantiles.

n

number of observations.

mu

simmetry parameter.

sigma

scale parameter – positive-definite matrix.

shape

shape parameter.

log

logical; if TRUE, probabilities are log–transformed.

Details

This is the distribution described by Kozubowski et al (2013) and has density

f(x) = \frac{2\exp(\mu'\Sigma^{-1}x)}{(2\pi)^{d/2}\Gamma(s)|\Sigma|^{1/2}}(\frac{Q(x)}{C(\Sigma,\mu)})^{\omega}B_{\omega}(Q(x)C(\Sigma,\mu))

where \mu is the symmetry parameter, \Sigma is the scale parameter, Q(x)=\sqrt{x'\Sigma^{-1}x}, C(\Sigma,\mu)=\sqrt{2+\mu'\Sigma^{-1}\mu}, \omega = s - d/2, d is the dimension of x, and s is the shape parameter (note that the parameterization in nlmm is \alpha = \frac{1}{s}). \Gamma denotes the Gamma function and B_{u} the modified Bessel function of the third kind with index u. The parameter \mu is related to the skewness of the distribution (symmetric if \mu = 0). The variance-covariance matrix is s(\Sigma + \mu\mu'). The multivariate asymmetric Laplace is obtained when s = 1 (see MultivariateLaplace).

In the symmetric case (\mu = 0), the multivariate GL distribution has two special cases: multivariate normal for s \rightarrow \infty and multivariate symmetric Laplace for s = 1.

The univariate symmetric GL distribution is provided via GenLaplace, which gives the distribution and quantile functions in addition to the density and random generation functions.

Value

dmgl gives the GL density of a d-dimensional vector x. rmgl generates a sample of size n of d-dimensional random GL variables.

Author(s)

Marco Geraci

References

Geraci, M. and Farcomeni A. (2020). A family of linear mixed-effects models using the generalized Laplace distribution. Statistical Methods in Medical Research, 29(9), 2665-2682.

Kozubowski, T. J., K. Podgorski, and I. Rychlik (2013). Multivariate generalized Laplace distribution and related random fields. Journal of Multivariate Analysis 113, 59-72.

See Also

GenLaplace

The Multivariate Asymmetric Laplace Distribution

Description

Density and random generation for the multivariate asymmetric Laplace distribution.

Usage

dmal(x, mu = rep(0, d), sigma = diag(d), log = FALSE)
rmal(n, mu, sigma)

Arguments

x

vector of quantiles.

n

number of observations.

mu

asymmetry parameter.

sigma

scale parameter – positive-definite matrix.

log

logical; if TRUE, probabilities are log–transformed.

Details

This is the multivariate extension of the (univariate) asymmetric Laplace distribution. It is a special case of MultivariateGenLaplace with shape = 1.

Author(s)

Marco Geraci

References

Kotz, S., Kozubowski, T., and Podgorski, K. (2001). The Laplace distribution and generalizations. Boston, MA: Birkhauser.

See Also

Laplace, MultivariateGenLaplace

Extract Variance-Covariance Matrix

Description

This function extracts the variance-covariance matrix of the random effects from a fitted nlmm object.

Usage

## S3 method for class 'nlmm'
VarCorr(x, sigma = NULL, ...)

Arguments

x

an object of class "nlmm".

sigma

not used.

...

not used.

Details

This function returns the variance or the variance-covariance matrix of the random effects. The generic function VarCorr is imported from the nlme package (Pinheiro et al, 2014).

Author(s)

Marco Geraci

References

Pinheiro J, Bates D, DebRoy S, Sarkar D and R Core Team (2014). nlme: Linear and Nonlinear Mixed Effects Models. R package version 3.1-117, https://CRAN.R-project.org/package=nlme.

See Also

nlmm

Examples

## Not run: 
data(rats)
fit <- nlmm(y ~ trt*time, random = ~ time, group = id, data = rats, cov = "pdSymm",
control = nlmmControl(multistart = FALSE))

# Symmetric variance-covariance of random intercepts and slopes
VarCorr(fit)

## End(Not run)

Extract Generalized Mixed-Effects Models Coefficients

Description

fixef extracts estimated fixed effects from nlmm objects.

Usage

## S3 method for class 'nlmm'
fixef(object, ...)

Arguments

object

a nlmm object.

...

not used.

Value

a vector of estimated fixed effects.

Author(s)

Marco Geraci

See Also

nlmm summary.nlmm

Examples

## Not run: 
data(rats)
fit <- nlmm(y ~ trt*time, random = ~ 1, group = id, data = rats,
control = nlmmControl(multistart = FALSE))
fixef(fit)

## End(Not run)

Simulate Data from Mixed-Effects Models

Description

This function generates data from a 2-level hierarchical design.

Usage

generate.data(R, n, M, sigma_1 = NULL, sigma_2 = NULL,
	shape_1 = NULL, shape_2 = NULL, dist.u, dist.e,
	beta, gamma, fixed = FALSE, seed = round(runif(1,1,1000)))

Arguments

R

number of replications.

n

number of observations within cluster.

M

number of clusters.

sigma_1

scale parameter for the random effects.

sigma_2

scale parameter for the errors.

shape_1

shape parameter for the random effects.

shape_2

shape parameter for the errors.

dist.u

distribution of the random effects.

dist.e

distribution of the errors.

beta

vector of coefficients for fixed effects.

gamma

vector of coefficients for heteroscedasticity.

fixed

logical flag. See details.

seed

seed for random number generation.

Details

This function generates data as in the simulation study by Geraci and Farcomeni (2020). The data-generating model is

y[ij] = \beta[0] + \beta[1]x[ij] + \beta[2]z[ij] + u[i] + v[i]x[ij] + (\gamma[0] + \gamma[1]x[ij])e[ij]

where (u[i],v[i]) follows a distribution with scale sigma_1 and shape shape_1, and e follows a distribution with scale sigma_2 and shape shape_2.

The scale parameter sigma_1 must be a 1 by 1 or a 2 by 2 matrix. In the former case, the model will include only random intercepts. In the latter case, then both random intercepts and slopes will be included. Currently, no more than 2 random effects can be specified. The scale parameter sigma_2 must be a matrix n by n.

The options for dist.u and dist.e are: multivariate normal ("norm") (rmvnorm), multivariate symmetric Laplace ("laplace") (rmal), multivariate symmetric generalized Laplace ("genlaplace") rmgl, and multivariate Student's t ("t") (rmvt).

The shape parameter specifies the degrees of freedom for Student's t and chi-squared, and the kurtosis of the generalized Laplace.

The values x[ij] are generated as x[ij] = \delta[i] + \zeta[ij], where \delta[i] and \zeta[ij] are independent standard normal. If the argument fixed = TRUE, then x[ij] = j. The values z[ij] are generated from Bernoullis with probability 0.5.

Value

nlmm returns an object of class nlmm.

The function summary is used to obtain and print a summary of the results.

An object of class nlmm is a list containing the following components:

Y

a matrix R x N, where N = n x M, with responses

X

an array N x 3 x R with fixed design matrix

group

vector of length N with cluster labels

u

an array M x 2 x R with random effects

e

a matrix R x N with errors

Author(s)

Marco Geraci

References

Geraci, M. and Farcomeni A. (2020). A family of linear mixed-effects models using the generalized Laplace distribution. Statistical Methods in Medical Research, 29(9), 2665-2682.

See Also

nlmm

Examples


# Simulate 10 replications from a homoscedastic normal mixed model.
generate.data(R = 10, n = 3, M = 5, sigma_1 = diag(2), sigma_2 = diag(3),
shape_1 = NULL, shape_2 = NULL, dist.u = "norm", dist.e = "norm",
beta = c(1,2,1), gamma = c(1,0))

# Simulate 10 replications from a generalized Laplace. Note: the shape
# parameter that is passed to rmgl corresponds to the reciprocal of the
# parameter alpha in Geraci and Farcomeni (2020)
generate.data(R = 10, n = 3, M = 5, sigma_1 = diag(2), sigma_2 = diag(3),
shape_1 = 1/0.5, shape_2 = 1/0.5, dist.u = "genlaplace", dist.e = "genlaplace",
beta = c(1,2,1), gamma = c(1,0))

Extract Log-Likelihood

Description

logLik.nlmm extracts the log-likelihood of a fitted nlmm.

Usage

## S3 method for class 'nlmm'
logLik(object, ...)

Arguments

object

an object of class "nlmm".

...

not used.

Value

Returns the loglikelihood of the fitted model. This is a number with at one attribute, "df" (degrees of freedom), giving the number of (estimated) parameters in the model.

Author(s)

Marco Geraci

See Also

nlmm

Likelihood Ratio Test for Generalized Laplace Mixed-Effects Models

Description

This function is used to perform a likelihood ratio test for two fitted generalized Laplace mixed-effects models.

Usage

lrt_nlmm(object0, object1)
## S3 method for class 'lrt_nlmm'
print(x, digits = max(3, getOption("digits") - 3), ...)

Arguments

object0

object of class nlmm with estimates of the constrained model.

object1

object of class nlmm with estimates of the unconstrained model.

x

a lrt_nlmm object.

digits

a non-null value for digits specifies the minimum number of significant digits to be printed in values.

...

not used.

Value

An object of class lrt_nlmm is a list containing the following components:

statistic

the value of the test statistic

p.value

the p-value of the test

df

either the degrees of freedom of a chi-squared test or the weights of a chi-bar-squared test

V

the matrix based on which the weights for the chi-bar-squared test are calculated

alpha

values of the shape parameter in the constrained object

alpha.index

index of the constrained shape parameter

chibar

logical flag. If TRUE, the test statistic is a chi-bar

Note

The function lrt_nlmm is a wrapper for routines developed by Alessio Farcomeni.

Author(s)

Marco Geraci and Alessio Farcomeni

References

Geraci, M. and Farcomeni A. (2020). A family of linear mixed-effects models using the generalized Laplace distribution. Statistical Methods in Medical Research, 29(9), 2665-2682.

See Also

nlmm

Fitting Generalized Laplace Mixed-Effects Models

Description

nlmm is used to fit mixed-effects models based on the generalized Laplace distribution.

Usage

nlmm(fixed, random, group, covariance = "pdDiag", data = sys.frame(sys.parent()),
subset, weights = NULL, na.action = na.fail, control = list(), contrasts = NULL,
fit = TRUE)

Arguments

fixed

an object of class formula for fixed effects: a symbolic description of the model to be fitted.

random

a one-sided formula of the form ~x1 + x2 + ... + xn for random effects: a symbolic description of the model to be fitted.

group

grouping factor.

covariance

variance–covariance matrix of the random effects. Default is pdDiag (see details)

data

an optional data frame containing the variables named in fixed, random, group, and weights. By default the variables are taken from the environment from which nlmm is called.

subset

an optional vector specifying a subset of observations to be used in the fitting process.

weights

an optional varFunc object or one-sided formula describing the within-group heteroscedasticity structure. If given as a formula, it is used as the argument to varFixed, corresponding to fixed variance weights. See the documentation on varClasses in nlme package for a description of the available varFunc classes. Defaults to NULL, corresponding to homoscedastic within-group errors.

na.action

a function that indicates what should happen when the data contain NAs. The default action (na.fail) causes nlmm to print an error message and terminate if there are any incomplete observations.

control

list of control parameters of the fitting process. See nlmmControl.

contrasts

not yet implemented.

fit

logical flag. If FALSE the function returns a list of objects used for fitting.

Details

The function fits a generalized Laplace mixed-effects model conditional on the covariates, as specified by the formula argument, and on random effects, as specified by the random argument. The predictor is assumed to be linear. The function maximizes the (log)likelihood of the generalized Laplace regression as proposed by Geraci and Farcomeni (2020). The likelihood is numerically integrated via Gaussian quadrature techniques. The optimization algorithm can be either optim (Nelder-Mead by default) or nlminb. See nlmmControl for more details.

By default, the function fits a mixed-effects model where both random effects and error term follow a generalized Laplace distribution (GenLaplace). This is a family of distributions that includes the normal and the Laplace distributions as special cases. Constrained fitting can be controlled via the arguments alpha.index and alpha in nlmmControl. For example, if alpha.index = 0, the model is Normal-Normal if alpha = c(0,0), Normal-Laplace if alpha = c(0,1), Laplace-Normal if alpha = c(1,0), and Laplace-Laplace if alpha = c(1,1). But any value of alpha between 0 (normal distribution) and 1 (Laplace distribution) is allowed.

Different standard types of positive–definite matrices for the random effects can be specified: pdIdent multiple of an identity; pdCompSymm compound symmetry structure (constant diagonal and constant off–diagonal elements); pdDiag diagonal; pdSymm general positive–definite matrix, with no additional structure.

Within-group heteroscedasticity can be modeled via the weights argument using varClasses in the nlme packages.

Value

nlmm returns an object of class nlmm.

The function summary is used to obtain and print a summary of the results.

An object of class nlmm is a list containing the following components:

theta

a vector containing (in this order) fixed regression coefficients, parameters of the variance–covariance matrix of the random effects, shape parameter, scale parameter, and (optional) within-group variance function parameters. All parameters are unconstrained. See VarCorr.nlmm to extract the variance–covariance of the random effects from an "nlmm" object.

theta_x, theta_z

partition of theta: fixed regression coefficients (theta_x) and unique variance–covariance unconstrained parameters (theta_z).

tau

unconstrained shape parameter.

alpha

constrained shape parameter.

phi

unconstrained scale parameter.

sigma

constrained scale parameter.

vf

(fitted) within-group variance function of class varFunc. S3 methods (summary.varFunc, varWeights.varFunc, coef.varFunc) can be applied.

value

negative log–likelihood.

call

the matched call.

nn

column names of mmf.

mm

column names of mmr.

nobs

the number of observations.

dim_theta

the number of columns in mmf and mmr.

dim_theta_z

the length of theta_z.

mmf

the model matrix – fixed effects.

mmr

the model matrix – random effects.

y

the model response.

revOrder

original order of observations (now ordered according to group).

group

the grouping factor.

ngroups

the number of groups.

InitialPar

starting values for theta, included the fitted lme or lm object from where starting values have been taken.

control

list of control parameters used for optimization (see nlmmControl).

cov_name

class of variance-covariance matrix for the random effects.

mfArgs

arguments for model.frame to return the full data frame.

sc

model's distribution. "Generalized Laplace" if unconstrained estimation, or one of four special case for specific values of alpha ("Normal-Normal", "Normal-Laplace", "Laplace-Normal", "Laplace-Laplace").

Author(s)

Marco Geraci

References

Geraci M (2017). Mixed-effects models using the normal and the Laplace distributions: A 2 x 2 convolution scheme for applied research. arXiv:1712.07216v1 [stat.ME]. URL: https://arxiv.org/abs/1712.07216v1.

Geraci, M. and Farcomeni A. (2020). A family of linear mixed-effects models using the generalized Laplace distribution. Statistical Methods in Medical Research, 29(9), 2665-2682.

See Also

summary.nlmm, fixef.nlmm, ranef.nlmm, VarCorr.nlmm, predict.nlmm, residuals.nlmm, nlmmControl

Examples


data(rats)

nlmm(y ~ trt*time, random = ~ 1, group = id, data = rats,
control = nlmmControl(multistart = FALSE))

Internal nlmm objects

Description

Internal nlmm objects.

Details

These are not intended to be called by the user.

Control parameters for nlmm estimation

Description

A list of parameters for controlling the fitting process.

Usage

nlmmControl(method = "Nelder-Mead", nK = 8, multistart = TRUE,
	grid = c(0.001, 0.5, 0.999), alpha = c(0.5, 0.5), alpha.index = 9,
	lme = TRUE, lmeMethod = "REML", lmeOpt = "nlminb", verbose = FALSE)

Arguments

method

character vector that specifies the optimization algorithm to fit a generalized Laplace mixed-effects model. The default is "Nelder-Mead".

nK

number of knots for each of the two quadratures.

multistart

logical flag. If TRUE (default), the algorithm is run with multiple starting values for the parameter alpha. See also grid.

grid

a vector of values for multi-start optimization. It can be used in conjunction with constrained estimation.

alpha

vector of length 2 with starting values between 0 and 1 for the parameter alpha (ignored if multistart is TRUE) or values at which alpha is constrained if alpha.index is one of 0, 1, or 2. The first element is for the shape parameter of the random effects, the second for the error term. See Geraci and Farcomeni (2020).

alpha.index

the estimation with parameter alpha is unconstrained if alpha.index is equal to 9 (default). If equal to 0, both shape parameters (random effects and error term) are constrained during estimation and set equal to alpha. If equal to 1, the first shape parameter (random effects) is constrained during estimation and set equal to the first element of alpha. If equal to 2, the second shape parameter (error term) is constrained during estimation and set equal to the second element of alpha.

lme

logical flag. Should lme be used to get starting values? If FALSE, lm is used instead.

lmeMethod

fitting method for lme when obtaining starting values. If "REML" the model is fit by maximizing the restricted log-likelihood. If "ML" the log-likelihood is maximized.

lmeOpt

optimization algorithm for lme. Either either nlminb (the default) or optim. This is passed to argument opt in lmeControl.

verbose

logical flag. If TRUE, information about the fitting process is printed out.

Details

The estimation algorithm for fitting generalized Laplace mixed-effects (GLME) models is described in Geraci and Farcomeni (2020). For unconstrained estimation, it is recommended to leave the default arguments in nlmmControl unchanged.

The integrated log-likelihood is maximized with either optim, in which case method has to be one of optim's options ("Nelder-Mead", "BFGS", "CG", "L-BFGS-B", "SANN", "Brent"), or nlminb, in which case one must use method = "nlminb".

Since the parameter alpha is bidimensional, care should be taken when increasing the number of quadrature knots nK since the total number of quadrature points is given by 2^{nK}. For the same reason, care should be taken when providing the grid values for multi-start optimization since the total number of starting points will be s^{2}, where s = length(grid).

If alpha.index is 1 (or 2), the first (or second) element of the alpha parameter is constrained during estimation and set equal to the corresponding value of alpha. The element of the alpha parameter that is unconstrained is initialized with the corresponding element of alpha (if multistart is FALSE) or with values in grid (if multistart is TRUE).

If alpha.index is 0, both elements of the alpha parameter are fixed and set equal to alpha. In this case, the argument multistart is ignored. If alpha is c(0,0), the corresponding model is Normal-Normal and lme is used for fitting (only via maximum likelihood). Note that in this case, lmeOpt can still be used.

Value

a list of control parameters.

Author(s)

Marco Geraci

References

Geraci, M. and Farcomeni A. (2020). A family of linear mixed-effects models using the generalized Laplace distribution. Statistical Methods in Medical Research, 29(9), 2665-2682.

See Also

nlmm

Predictions from an nlmm Object

Description

The predictions at level 0 correspond to predictions based only on the fixed effects estimates. The predictions at level 1 are obtained by adding the best linear predictions of the random effects to the predictions at level 0.

Usage

## S3 method for class 'nlmm'
predict(object, level = 0, ...)

Arguments

object

an nlmm object.

level

an integer vector giving the level of grouping to be used in obtaining the predictions.

...

not used.

Value

a vector of predictions.

Author(s)

Marco Geraci

References

Geraci, M. and Farcomeni A. (2020). A family of linear mixed-effects models using the generalized Laplace distribution. Statistical Methods in Medical Research, 29(9), 2665-2682.

See Also

nlmm, ranef.nlmm, fixef.nlmm

Examples

## Not run: 
data(rats)
fit <- nlmm(y ~ trt*time, random = ~ 1, group = id, data = rats,
control = nlmmControl(multistart = FALSE))

# Individual growth trajectories
predict(fit, level = 1)

## End(Not run)

Print an nlmm Object

Description

Print an object generated by nlmm.

Usage

## S3 method for class 'nlmm'
print(x, digits = max(3, getOption("digits") - 3), ...)

Arguments

x

an nlmm object.

digits

a non-null value for digits specifies the minimum number of significant digits to be printed in values.

...

not used.

Author(s)

Marco Geraci

See Also

nlmm

Print an nlmm Summary Object

Description

Print summary of an nlmm object.

Usage

## S3 method for class 'summary.nlmm'
print(x, digits = max(3, getOption("digits") - 3), ...)

Arguments

x

a summary.nlmm object.

digits

a non-null value for digits specifies the minimum number of significant digits to be printed in values.

...

not used.

Author(s)

Marco Geraci

See Also

nlmm, summary.nlmm

Extract Random Effects

Description

This function computes random effects for a linear quantile mixed model.

Usage

## S3 method for class 'nlmm'
ranef(object, ...)

Arguments

object

an object of class nlmm.

...

not used.

Details

The prediction of the random effects is done via estimated best linear prediction (Geraci and Farcomeni, 2019). The generic function ranef is imported from the nlme package (Pinheiro et al, 2014).

Value

a data frame of predicted random effects.

Author(s)

Marco Geraci

References

Geraci, M. and Farcomeni A. (2020). A family of linear mixed-effects models using the generalized Laplace distribution. Statistical Methods in Medical Research, 29(9), 2665-2682.

Pinheiro J, Bates D, DebRoy S, Sarkar D and R Core Team (2014). nlme: Linear and Nonlinear Mixed Effects Models. R package version 3.1-117, https://CRAN.R-project.org/package=nlme.

See Also

nlmm, fixef.nlmm

Examples

## Not run: 
data(rats)
fit <- nlmm(y ~ trt*time, random = ~ time, group = id, data = rats,
control = nlmmControl(multistart = FALSE))

# Predicted random intercepts and slopes
ranef(fit)

## End(Not run)

Growth curves

Description

The rats data frame has 135 rows and 4 columns of the change in weight measured over time for rats assigned to different treatment groups.

Format

This data frame contains the following columns:

id

grouping variable.

time

time (week) of measurement (0, 1, 2, 3, 4).

trt

treatment group (1, 2, 3).

y

weight (grams)

Details

In a weight gain experiment, 30 rats were randomly assigned to three treatment groups: treatment 1, a control (no additive); treatments 2 and 3, which consisted of two different additives (thiouracil and thyroxin respectively) to the rats drinking water (Box, 1950). Weight (grams) of the rats was measured at baseline (week 0) and at weeks 1, 2, 3, and 4. Data on three of the 10 rats from the thyroxin group were subsequently removed due to an accident at the beginning of the study.

Source

G. E. P. Box, Problems in the analysis of growth and wear curves, Biometrics 6 (4) (1950) 362-389.

Residuals from an nlmm Object

Description

The residuals at level 0 correspond to population residuals (based only on the fixed effects estimates). The residuals at level 1 are obtained by adding the best linear predictions of the random effects to the predictions at level 0 and the subtracting these from the model response.

Usage

## S3 method for class 'nlmm'
residuals(object, level = 0, ...)

Arguments

object

an nlmm object.

level

an optional integer vector giving the level of grouping to be used in obtaining the predictions. Level zero corresponds to the population residuals.

...

not used.

Value

a matrix of residuals.

Author(s)

Marco Geraci

References

Geraci, M. and Farcomeni A. (2020). A family of linear mixed-effects models using the generalized Laplace distribution. Statistical Methods in Medical Research, 29(9), 2665-2682.

See Also

nlmm, predict.nlmm, fixef.nlmm, ranef.nlmm,

Summary for an nlmm Object

Description

Summary method for class nlmm.

Usage

## S3 method for class 'nlmm'
summary(object, alpha = 0.05, ...)

Arguments

object

an object of class nlmm.

alpha

significance level.

...

not used.

Details

print.summary.nlmm formats the coefficients, standard errors, etc. and additionally gives ‘significance stars’.

Value

an object of class summary.nlmm. The function summary.nlmm computes and returns a list of summary statistics of the fitted generalized Laplace mixed-effects model given in object, using the components (list elements) from its argument, plus

tTable

a matrix with estimates, standard errors, etc.

Author(s)

Marco Geraci

See Also

print.summary.nlmm nlmm

Examples

## Not run: 
data(rats)
fit <- nlmm(y ~ trt*time, random = ~ 1, group = id, data = rats,
control = nlmmControl(multistart = FALSE))
summary(fit)


## End(Not run)

Calculate Variance-Covariance Matrix for a Fitted Generalized Laplace Mixed-Effects Object

Description

Returns the variance-covariance matrix of the all the parameters of a fitted nlmm object.

Usage

## S3 method for class 'nlmm'
vcov(object, ...)

Arguments

object

an nlmm object.

...

not used.

Details

Gives the variance-covariance matrix of the GLME estimator, on the scale of the unconstrained, unrestricted parameters. The size is d x d, d = p + r + 2 + 1 + s, with p fixed coefficients, r non-redundant parameters of the random effects distribution, 2 shape parameters, 1 scale parameter, s parameters of the residual variance function (if specified in the model), in this order.

Value

a matrix.

Author(s)

Marco Geraci

See Also

nlmm

Examples

## Not run: 
data(rats)

# Number of parameters is d = 6 + 3 + 2 + 1 + 0 = 12
fit <- nlmm(y ~ trt*time, random = ~ time, group = id, data = rats,
cov = "pdSymm", control = nlmmControl(multistart = FALSE))
fit$par
vcov(fit)

# Number of parameters is d = 6 + 1 + 2 + 1 + 4 = 14
fit <- nlmm(y ~ trt*time, random = ~ 1, group = id, data = rats,
control = nlmmControl(multistart = FALSE), weights = varIdent(form = ~ 1|time))
fit$par
vcov(fit)

# Number of parameters is d = 6 + 1 + 0 + 1 + 0 = 8
# Note that the shape parameters are now constrained
fit <- nlmm(y ~ trt*time, random = ~ 1, group = id, data = rats,
control = nlmmControl(alpha.index = 0, multistart = FALSE))
fit$par
vcov(fit)


## End(Not run)