statistics

Fitting Generalized Linear Mixed-Effects Models using lme4

arXiv:2607.12184

Abstract

The lme4 R package can be used to fit generalized linear mixed models (GLMMs), which extend the class of linear mixed models (LMMs). The two main extensions provided by GLMMs are (1) allowing for the conditional distribution of the response given the random effects to be non-Gaussian (e.g. binomial, Poisson) and (2) allowing the conditional mean to be a nonlinear function of a linear combination of the fixed and random effect coefficients, via an inverse link function. The conditional mode of the random effects given the observed data, the variance-covariance matrix of the random effects, and the fixed effect parameters are determined using penalized iteratively reweighted least squares. We compute an approximation of the integral over the distributions of the conditional modes to compute the maximum likelihood estimate for a given set of parameters (by default we use the Laplace approximation or, alternatively, the more computationally expensive adaptive Gauss-Hermite quadrature). The package provides all the standard features available for GLMs in base R, including the standard set of accessor functions as well as the possibility of user-specified distributions (within the exponential dispersion family) and link functions.

Topics & keywords

#generalized linear mixed models#lme4#penalized iteratively reweighted least squares#laplace approximation#adaptive gauss-hermite quadratureGLMMmixed-effectspenalized IRLSLaplace approximationadaptive Gauss-Hermite quadratureexponential dispersion family
Fitting Generalized Linear Mixed-Effects Models using lme4 · wovepaper