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modular

Modular Functions for Mixed Model Fits


Description

Modular functions for mixed model fits

Usage

lFormula(formula, data = NULL, REML = TRUE,
    subset, weights, na.action, offset, contrasts = NULL,
    control = lmerControl(), ...)

mkLmerDevfun(fr, X, reTrms, REML = TRUE, start = NULL,
    verbose = 0, control = lmerControl(), ...)

optimizeLmer(devfun,
             optimizer    = formals(lmerControl)$optimizer,
             restart_edge = formals(lmerControl)$restart_edge,
             boundary.tol = formals(lmerControl)$boundary.tol,
             start = NULL, verbose = 0L,
             control = list(), ...)

glFormula(formula, data = NULL, family = gaussian,
    subset, weights, na.action, offset, contrasts = NULL,
    start, mustart, etastart, control = glmerControl(), ...)

mkGlmerDevfun(fr, X, reTrms, family, nAGQ = 1L,
              verbose = 0L, maxit = 100L, control = glmerControl(), ...)

optimizeGlmer(devfun, 
    optimizer = if (stage == 1) "bobyqa" else "Nelder_Mead", 
    restart_edge = FALSE,
    boundary.tol = formals(glmerControl)$boundary.tol,
    verbose = 0L, control = list(),
    nAGQ = 1L, stage = 1, start = NULL, ...)

updateGlmerDevfun(devfun, reTrms, nAGQ = 1L)

Arguments

formula

a two-sided linear formula object describing both the fixed-effects and random-effects parts of the model, with the response on the left of a ~ operator and the terms, separated by + operators, on the right. Random-effects terms are distinguished by vertical bars ("|") separating expressions for design matrices from grouping factors.

data

an optional data frame containing the variables named in formula. By default the variables are taken from the environment from which lmer is called. While data is optional, the package authors strongly recommend its use, especially when later applying methods such as update and drop1 to the fitted model (such methods are not guaranteed to work properly if data is omitted). If data is omitted, variables will be taken from the environment of formula (if specified as a formula) or from the parent frame (if specified as a character vector).

REML

(logical) indicating to fit restricted maximum likelihood model.

subset

an optional expression indicating the subset of the rows of data that should be used in the fit. This can be a logical vector, or a numeric vector indicating which observation numbers are to be included, or a character vector of the row names to be included. All observations are included by default.

weights

an optional vector of ‘prior weights’ to be used in the fitting process. Should be NULL or a numeric vector.

na.action

a function that indicates what should happen when the data contain NAs. The default action (na.omit, inherited from the 'factory fresh' value of getOption("na.action")) strips any observations with any missing values in any variables.

offset

this can be used to specify an a priori known component to be included in the linear predictor during fitting. This should be NULL or a numeric vector of length equal to the number of cases. One or more offset terms can be included in the formula instead or as well, and if more than one is specified their sum is used. See model.offset.

contrasts

an optional list. See the contrasts.arg of model.matrix.default.

control

a list giving

for [g]lFormula:

all options for running the model, see lmerControl;

for mkLmerDevfun,mkGlmerDevfun:

options for the inner optimization step;

for optimizeLmer and optimizeGlmer:

control parameters for nonlinear optimizer (typically inherited from the ... argument to lmerControl).

fr

A model frame containing the variables needed to create an lmerResp or glmResp instance.

X

fixed-effects design matrix

reTrms

information on random effects structure (see mkReTrms).

start

starting values (see lmer; for glFormula, should be just a numeric vector of fixed-effect coefficients)

verbose

print output?

maxit

maximal number of Pwrss update iterations.

devfun

a deviance function, as generated by mkLmerDevfun

nAGQ

number of Gauss-Hermite quadrature points

stage

optimization stage (1: nAGQ=0, optimize over theta only; 2: nAGQ possibly >0, optimize over theta and beta)

optimizer

character - name of optimizing function(s). A character vector or list of functions: length 1 for lmer or glmer, possibly length 2 for glmer. The built-in optimizers are "Nelder_Mead" and "bobyqa" (from the minqa package). Any minimizing function that allows box constraints can be used provided that it

  1. takes input parameters fn (function to be optimized), par (starting parameter values), lower (lower bounds) and control (control parameters, passed through from the control argument) and

  2. returns a list with (at least) elements par (best-fit parameters), fval (best-fit function value), conv (convergence code) and (optionally) message (informational message, or explanation of convergence failure).

Special provisions are made for bobyqa, Nelder_Mead, and optimizers wrapped in the optimx package; to use optimx optimizers (including L-BFGS-B from base optim and nlminb), pass the method argument to optim in the control argument.

For glmer, if length(optimizer)==2, the first element will be used for the preliminary (random effects parameters only) optimization, while the second will be used for the final (random effects plus fixed effect parameters) phase. See modular for more information on these two phases.

restart_edge

see lmerControl

boundary.tol

see lmerControl

family

a GLM family; see glm and family.

mustart

optional starting values on the scale of the conditional mean; see glm for details.

etastart

optional starting values on the scale of the unbounded predictor; see glm for details.

...

other potential arguments; for optimizeLmer and optimizeGlmer, these are passed to internal function optwrap, which has relevant parameters calc.derivs and use.last.params (see lmerControl).

Details

These functions make up the internal components of an [gn]lmer fit.

  • [g]lFormula takes the arguments that would normally be passed to [g]lmer, checking for errors and processing the formula and data input to create a list of objects required to fit a mixed model.

  • mk(Gl|L)merDevfun takes the output of the previous step (minus the formula component) and creates a deviance function

  • optimize(Gl|L)mer takes a deviance function and optimizes over theta (or over theta and beta, if stage is set to 2 for optimizeGlmer

  • updateGlmerDevfun takes the first stage of a GLMM optimization (with nAGQ=0, optimizing over theta only) and produces a second-stage deviance function

  • mkMerMod takes the environment of a deviance function, the results of an optimization, a list of random-effect terms, a model frame, and a model all and produces a [g]lmerMod object.

Value

lFormula and glFormula return a list containing components:

fr

model frame

X

fixed-effect design matrix

reTrms

list containing information on random effects structure: result of mkReTrms

REML

(lFormula only): logical indicating if restricted maximum likelihood was used (Copy of argument.)

mkLmerDevfun and mkGlmerDevfun return a function to calculate deviance (or restricted deviance) as a function of the theta (random-effect) parameters. updateGlmerDevfun returns a function to calculate the deviance as a function of a concatenation of theta and beta (fixed-effect) parameters. These deviance functions have an environment containing objects required for their evaluation. CAUTION: The environment of functions returned by mk(Gl|L)merDevfun contains reference class objects (see ReferenceClasses, merPredD-class, lmResp-class), which behave in ways that may surprise many users. For example, if the output of mk(Gl|L)merDevfun is naively copied, then modifications to the original will also appear in the copy (and vice versa). To avoid this behavior one must make a deep copy (see ReferenceClasses for details).

optimizeLmer and optimizeGlmer return the results of an optimization.

Examples

### Fitting a linear mixed model in 4 modularized steps

## 1.  Parse the data and formula:
lmod <- lFormula(Reaction ~ Days + (Days|Subject), sleepstudy)
names(lmod)
## 2.  Create the deviance function to be optimized:
(devfun <- do.call(mkLmerDevfun, lmod))
ls(environment(devfun)) # the environment of 'devfun' contains objects
                        # required for its evaluation
## 3.  Optimize the deviance function:
opt <- optimizeLmer(devfun)
opt[1:3]
## 4.  Package up the results:
mkMerMod(environment(devfun), opt, lmod$reTrms, fr = lmod$fr)


### Same model in one line
lmer(Reaction ~ Days + (Days|Subject), sleepstudy)


### Fitting a generalized linear mixed model in six modularized steps

## 1.  Parse the data and formula:
glmod <- glFormula(cbind(incidence, size - incidence) ~ period + (1 | herd),
data = cbpp, family = binomial)
names(glmod)
## 2.  Create the deviance function for optimizing over theta:
(devfun <- do.call(mkGlmerDevfun, glmod))
ls(environment(devfun)) # the environment of devfun contains lots of info
## 3.  Optimize over theta using a rough approximation (i.e. nAGQ = 0):
(opt <- optimizeGlmer(devfun))
## 4.  Update the deviance function for optimizing over theta and beta:
(devfun <- updateGlmerDevfun(devfun, glmod$reTrms))
## 5.  Optimize over theta and beta:
opt <- optimizeGlmer(devfun, stage=2)
opt[1:3]
## 6.  Package up the results:
mkMerMod(environment(devfun), opt, glmod$reTrms, fr = glmod$fr)

### Same model in one line
glmer(cbind(incidence, size - incidence) ~ period + (1 | herd),
      data = cbpp, family = binomial)

lme4

Linear Mixed-Effects Models using 'Eigen' and S4

v1.1-26
GPL (>= 2)
Authors
Douglas Bates [aut] (<https://orcid.org/0000-0001-8316-9503>), Martin Maechler [aut] (<https://orcid.org/0000-0002-8685-9910>), Ben Bolker [aut, cre] (<https://orcid.org/0000-0002-2127-0443>), Steven Walker [aut] (<https://orcid.org/0000-0002-4394-9078>), Rune Haubo Bojesen Christensen [ctb] (<https://orcid.org/0000-0002-4494-3399>), Henrik Singmann [ctb] (<https://orcid.org/0000-0002-4842-3657>), Bin Dai [ctb], Fabian Scheipl [ctb] (<https://orcid.org/0000-0001-8172-3603>), Gabor Grothendieck [ctb], Peter Green [ctb] (<https://orcid.org/0000-0002-0238-9852>), John Fox [ctb], Alexander Bauer [ctb], Pavel N. Krivitsky [ctb, cph] (<https://orcid.org/0000-0002-9101-3362>, shared copyright on simulate.formula)
Initial release

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