(generalized) mixed-effects models – (g)mems

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(Generalized) Mixed- Effects Models – (G)MEMs Yann Hautier, NutNet meeting 16 th Aug 2011

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(Generalized) Mixed-Effects Models – (G)MEMs. Yann Hautier, NutNet meeting 16 th Aug 2011. MEM. Maximum Entropy Models (Grace 2011). MEM. Maximum Entropy Models (Grace 2011) Muddled Eric Models (Seabloom 2011). MEM. Maximum Entropy Models (Grace 2011) Muddled Eric Models (Seabloom 2011) - PowerPoint PPT Presentation

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Page 1: (Generalized) Mixed-Effects Models – (G)MEMs

(Generalized) Mixed-Effects Models – (G)MEMs

Yann Hautier, NutNet meeting 16th Aug 2011

Page 2: (Generalized) Mixed-Effects Models – (G)MEMs

Maximum Entropy Models (Grace 2011)

MEM

Page 3: (Generalized) Mixed-Effects Models – (G)MEMs

Maximum Entropy Models (Grace 2011)Muddled Eric Models (Seabloom 2011)

MEM

Page 4: (Generalized) Mixed-Effects Models – (G)MEMs

Maximum Entropy Models (Grace 2011)Muddled Eric Models (Seabloom 2011)Mixed-Effects Models (Fischer 1918)

MEM

Page 5: (Generalized) Mixed-Effects Models – (G)MEMs

Books

Page 6: (Generalized) Mixed-Effects Models – (G)MEMs

LM – Classical least-square

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SSE

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Page 7: (Generalized) Mixed-Effects Models – (G)MEMs

MEM – Maximum Mikelihood

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Given a set of dataand a chosen model which parameters of the model produce the best model fit and make the data most likely to be observed

Page 8: (Generalized) Mixed-Effects Models – (G)MEMs

Fixed and Random EffectsFixed effects:• Experimentally manipulated factors• Influence only the mean of a response• BLUEs (Best Linear Unbiased Estimates)• Unknown constants to be estimated from data• Limited to the range of the fixed effect examined

Random effects• Blocks, Plots, Sites, etc.; random subset of larger

population• Influence the variance/covariance structure• BLUPs (Best Linear Unbiased Predictions)• ‘Prediction’ of the population of random effects

Page 9: (Generalized) Mixed-Effects Models – (G)MEMs

Fixed and Random EffectsFixed effects:• Experimentally manipulated factors• Influence only the mean of a response• BLUEs (Best Linear Unbiased Estimates)• Unknown constants to be estimated from data• Limited to the range of the fixed effect examined

Random effects• Blocks, Plots, Sites, etc.; random subset of larger

population• Influence the variance/covariance structure• BLUPs (Best Linear Unbiased Predictions)• ‘Prediction’ of the population of random effects

Not inequivocal – grey area in between

Page 10: (Generalized) Mixed-Effects Models – (G)MEMs

Why use mixed-effects models?

• To properly account for covariance structure in grouped data

• To treat fixed and random effects appropriately

• Fixed effects: Estimate and test

• Random effects: Predict and test

Page 11: (Generalized) Mixed-Effects Models – (G)MEMs

Why use Modern Mixed-effects Models (in particular)?

• Modern methods (ML, REML etc.) can give unbiased predictions of variance components for unbalanced data

• More efficient use of degrees of freedom than traditional approach because fixed x random interactions are random terms and only require 1 DF to estimate VC

• Estimating variance components by ML-based method avoids the mixed-model debate over correct error term since the VCs are estimated directly by REML etc.

• To get shrinkage estimates and reduce risk of over-fitting• To properly account for covariance structure in grouped

data

Page 12: (Generalized) Mixed-Effects Models – (G)MEMs

Generalized Linear Mixed Models (GLMMs)

• Combine the properties of two statistical frameworks

• Linear mixed models (incorporation random effects)

• Generalized linear models (handling non normal data by using link functions and exponential family)

Page 13: (Generalized) Mixed-Effects Models – (G)MEMs

lmer(X ~ Y + (1 + logS | site) + (1| Block ) + (1| mix), family = " ", data)

lme(X ~ Y, random = list(Site = ~1 + sr.log2, Block = ~1, mix = ~1), data)

lm, lme, lmer syntax

Family:binomial(link = "logit")gaussian(link = "identity") Gamma(link = "inverse") inverse.gaussian(link = "1/mu^2") poisson(link = "log") quasi(link = "identity", variance = "constant") quasibinomial(link = "logit") quasipoisson(link = "log")

lm(X ~ Y, data)

Page 14: (Generalized) Mixed-Effects Models – (G)MEMs

ls1Machine <- lme( score ~ Machine, data = Machines)

Example – MachinesBalanced vs. Unbalanced data

delete selected rows from the Machines dataMachinesUnbal <- Machines[ -c(2,3,6,8,9,12,19,20,27,33), ]

ls2Machine <- lme( score ~ Machine, data = MachinesUnbal)

(Intercept) MachineB MachineC 52.355556 7.966667 13.916667

(Intercept) MachineB MachineC 52.32102 8.00837 13.95120

Page 15: (Generalized) Mixed-Effects Models – (G)MEMs

fm1Machine <- lme( score ~ Machine, data = Machines, random = ~ 1 | Worker / Machine)

Example – MachinesBalanced vs. Unbalanced data

(Intercept) MachineB MachineC 52.355556 7.966667 13.916667

delete selected rows from the Machines dataMachinesUnbal <- Machines[ -c(2,3,6,8,9,12,19,20,27,33), ]

fm2Machine <- lme( score ~ Machine, data = MachinesUnbal , random = ~ 1 | Worker / Machine)

(Intercept) MachineB MachineC 52.354000 7.962446 13.918222

Page 16: (Generalized) Mixed-Effects Models – (G)MEMs

Example – BIODEPTH Manipulation of diversity:

Species richness

Species composition

Hector et al. 1999, Science

Page 17: (Generalized) Mixed-Effects Models – (G)MEMs

ls1 <- lm(terms(ANPP~ Site+Block+SR.log2+Site:SR.log2+Mix+Site:Mix, keep.order= TRUE), data= Biodepth)

Example – BIODEPTHDegrees of freedom

Df Sum Sq Mean Sq F value Pr(>F) Site 7 14287153 2041022 126.5168 < 2.2e-16 ***Block 7 273541 39077 2.4223 0.02072 * SR.log2 1 5033290 5033290 311.9986 < 2.2e-16 ***Site:SR.log2 7 1118255 159751 9.9025 9.316e-11 ***Mix 189 17096361 90457 5.6072 < 2.2e-16 ***Site:Mix 28 1665935 59498 3.6881 2.252e-08 ***Residuals 224 3613660 16132

mem1 <- lmer(ANPP~ SR.log2 +(1|Site)+(1|Block)+(1|Mix)+(1|Site:Mix), data= Biodepth)

Df Sum Sq Mean Sq F valueSR.log2 1 772347 772347 47.544

Page 18: (Generalized) Mixed-Effects Models – (G)MEMs

ls1 <- lm(terms(ANPP~ Site+Block+SR.log2+Site:SR.log2+Mix+Site:Mix, keep.order= TRUE), data= Biodepth)

Example – BIODEPTHDegrees of freedom

Df Sum Sq Mean Sq F value Pr(>F) Site 7 14287153 2041022 126.5168 < 2.2e-16 ***Block 7 273541 39077 2.4223 0.02072 * SR.log2 1 5033290 5033290 311.9986 < 2.2e-16 ***Site:SR.log2 7 1118255 159751 9.9025 9.316e-11 ***Mix 189 17096361 90457 5.6072 < 2.2e-16 ***Site:Mix 28 1665935 59498 3.6881 2.252e-08 ***Residuals 224 3613660 16132

mem1 <- lmer(ANPP~ SR.log2 +(1|Site)+(1|Block)+(1|Mix), data= Biodepth) mem2 <- lmer(ANPP~ SR.log2 +(1|Site)+(1|Block), data= Biodepth)

Df AIC BIC logLik Chisq Chi Df Pr(>Chisq) mem2 5 6394.7 6415.4 -3192.4 mem1 6 6277.3 6302.1 -3132.6 119.41 1 < 2.2e-16 ***

Uses only 6 DF instead of 7+7+1+7+189+28=239!!!

Page 19: (Generalized) Mixed-Effects Models – (G)MEMs

Example – BIODEPTHError terms

Spehn et al. 2005

Page 20: (Generalized) Mixed-Effects Models – (G)MEMs

Example – BIODEPTHError terms

Spehn et al. 2005

Page 21: (Generalized) Mixed-Effects Models – (G)MEMs

The Great Mixed Model Muddle

F tests for fixed-effects, random-effects and mixed-effects models

Source A and B fixed A and B randomA fixed, B randomRestricted version

A fixed, B randomUnrestricted version

A MSA

MSResidual

MSA

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B MSB

MSResidual

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AB MSAB

MSResidual

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MSResidual

MSAB

MSResidual

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MSResidual

Page 22: (Generalized) Mixed-Effects Models – (G)MEMs

Example – BIODEPTHError terms

mem4 <- lme (ANPP~ SR.log2+Block, random=list(Site = ~1, Mix = ~1), data= Biodepth, na.action=na.omit)

numDF denDF F-value p-value(Intercept) 1 413 1781.8981 <.0001SR.log2 1 413 94.3233 <.0001Site 7 7 33.4856 1e-04

mem3 <- lme (ANPP~ SR.log2+Site, random=list(Block = ~1, Mix = ~1), data= Biodepth, na.action=na.omit)

numDF denDF F-value p-value(Intercept) 1 224 457.6593 <.0001SR.log2 1 224 57.2133 <.0001Block 7 217 6.0297 <.0001

Crossed-random effects – to be considered with care. Not handled by lme, lmer would do the job, but no P-values!!!

Page 23: (Generalized) Mixed-Effects Models – (G)MEMs

Crossed random effects

Block

Species compossition

Page 24: (Generalized) Mixed-Effects Models – (G)MEMs

ShrinkageNo pooling (lmList(ANPP~ SR.log2|Site, data= Biodepth))

Page 25: (Generalized) Mixed-Effects Models – (G)MEMs

ShrinkageNo pooling (lmList(ANPP~ SR.log2|Site, data= Biodepth))

Complete pooling (lm(ANPP~ SR.log2, data= Biodepth))

Page 26: (Generalized) Mixed-Effects Models – (G)MEMs

ShrinkageNo pooling (lmList(ANPP~ SR.log2|Site, data= Biodepth))

Complete pooling (lm(ANPP~ SR.log2, data= Biodepth))

Mixed-effects models (lmer(ANPP~ SR.log2 +(SR.log2|Site)+(1|Block)+(1|Mix)+(1|Site:Mix), data= Biodepth))

Page 27: (Generalized) Mixed-Effects Models – (G)MEMs
Page 28: (Generalized) Mixed-Effects Models – (G)MEMs

Mixed-effects model analysis: Overview

• Estimate and test the fixed effects just as in fixed-effects analysis but it makes no sense to estimate and test the random effects.

• Instead the random effects are treated as in variance components analysis: we predict and test the variance components (often expressed in standard deviation form so that they are back on the original scale of the response).

• The covariances (or correlations) between random effects can also be estimated – between repeated measurement locations or times for example

• Fixed effects and random effects are tested differently.