CONTENTS
1. Introduction
1.1 The use of mixed
models
1.2 Introductory example
1.3 Multicentre hypertension
trial
1.4 Repeated measures
data
1.5 More about mixed
models
1.6 Some useful definitions
2. Normal mixed models
2.1 Model definition
2.1.1
The fixed effects model
2.1.2
The mixed model
2.1.3
Random effects model covariance structure
2.1.4
Random coefficients model covariance structure
2.1.5
Covariance pattern model covariance structure
2.2 Model fitting methods
2.2.1
Mixed model methods
2.2.2
Estimating fixed effects
2.2.3
Estimating random effects
2.2.4
Estimating variance parameters
2.2.5
Comparison of methods
2.3 The Bayesian approach
2.3.1 Introduction
2.3.2 Determining
the posterior density
2.3.3 Parameter
estimation, probability intervals
and p-values
2.3.4
Specifying non-informative prior distributions
2.3.5
Evaluating the posterior distribution
2.4 Practical application
and interpretation
2.4.1 Negative variance
components
2.4.2 Accuracy
of variance parameters
2.4.3 Bias in
fixed and random effect standard errors
2.4.4 Significance
testing
2.4.5 Confidence
intervals
2.4.6 Model checking
2.4.7 Missing
data
2.5 Example
2.5.1 Analysis
models
2.5.2 Results
2.5.3 Discussion
of points from Section 2.4
3. Generalised linear mixed models (GLMs)
3.1 Generalised linear models
(GLMs)
3.1.1 Introduction
3.1.2 Distributions
3.1.3 General
form for exponential distributions
3.1.4 GLM
definition
3.1.5 Interpreting
results from GLMs
3.1.6 Fitting
the GLM
3.1.7 Expressing
individual distributions in the
general exponential form
3.1.8 Conditional
logistic regression
3.2 Generalised linear mixed
models (GLMMs)
3.2.1 GLMM
definition
3.2.2 Likelihood
and quasi-likelihood functions
3.2.3 Fitting
the GLMM
3.2.3.1 Pseudo-likelihood
3.2.3.2 Generalised estimating equations
3.2.3.3 Marginal quasi-likelihood
3.2.3.4 Bayesian methods
3.2.4 Some flaws with GLMMs
3.3 Practical application and interpretation
3.3.1 Specifying binary Data
3.3.2 Difficulties with fitting
random effects
(and random coefficients) models
3.3.3 Accuracy of variance parameters
3.3.4 Bias in fixed and random effects
standard errors
3.3.5 Negative variance components
3.3.6 Uniform fixed effect categories
3.3.7 Uniform random effect categories
3.3.8 The dispersion parameter
3.3.9 Significance testing
3.3.10 Confidence intervals
3.3.11 Checking model assumptions
3.4 Example
3.4.1 Introduction and models fitted
3.4.2 Results
3.4.3 Discussion of points from
Section 3.3
4. Mixed models for categorical data
4.1 Ordinal logistic regression
(fixed effects model)
4.2 Mixed ordinal logistic regression
4.2.1 Definition of mixed ordinal
logistic regression model
4.2.2 Residual variance matrix,
R
4.2.3 Reparameterising random effects
models as covariance pattern models
4.2.4 Likelihood and quasi-likelihood
functions
4.2.5 Model fitting methods
4.3 Mixed models for unordered categorical
data
4.4 Practical application and interpretation
4.4.1 Proportional odds assumption
4.4.2 Number of covariance parameters
4.4.3 Choosing a covariance pattern
4.4.4 Interpreting covariance parameters
4.4.5 Fixed and random effects estimates
4.4.6 Checking model assumptions
4.4.7 Dispersion parameter
4.4.8 Other points
4.5 Example
5. Multicentre trials and meta analyses
5.1 Introduction to multicentre
trials
5.2 Implications of using
different analysis models
5.3 Example: multicentre trial
5.4 Practical application and interpretation
5.4.1 Plausibility
of a centre.treatment interaction
5.4.2 Generalisation
5.4.3 Number of
centres
5.4.4 Centre size
5.4.5 Negative
variance components
5.4.6 Balance
5.5 Sample size
estimation
5.6 Meta analysis
5.7 Example: meta
analysis
6. Repeated measures data
6.1 Introduction
6.2 Covariance Pattern models
6.2.1 Covariance patterns
6.2.2 Choice of covariance pattern
6.2.3 Choice of fixed effects
6.2.4 General points
6.3 Example: covariance pattern
models for normal data
6.3.1 Analysis
models
6.3.2 Selection
of covariance pattern
6.3.3 Assessing
fixed effects
6.3.4 Model checking
6.4 Example: covariance pattern
models for count data
6.5 Random coefficients models
6.5.1 Introduction
6.5.2 General
points
6.5.3
Comparisons with fixed effects approaches
6.6 Examples: random coefficients
models
6.6.1 A
linear random coefficients model
6.6.2 A
polynomial random coefficients model
6.7 Sample size estimation
7. Cross-over trials
7.1 Introduction
7.2 Advantages of mixed models in
cross-over trials
7.3 The AB/BA cross-over trial
7.4 Higher order complete block
designs
7.5 Incomplete block designs
7.6 Optimal designs
7.7 Covariance pattern models
7.8 Analysis of binary data
7.9 Analysis of categorical data
7.10 Use of results from random
effects models in trial design
7.11 General points
8. Other applications of mixed models
8.1 Trials with repeated measurements
within visits
8.1.1
Covariance pattern models
8.1.2
Example: covariance pattern models
8.1.3
Random coefficients models
8.1.4
Example: random coefficients models
8.2 Multicentre trials with
repeated measures
8.3 Multicentre cross-over
trials
8.4 Hierarchical multicentre
trials and meta data
8.5 Matched case-control studies
8.6 Different variances for
treatment groups in a
simple between patient trial
8.7 Estimating variance components
in an animal
physiology trial
8.8 Inter and intra observer
variation in foetal scan
measurements
8.9 Components of variation
and mean estimates in
cardiology experiment
8.10 Cluster sample surveys
8.11 Small area mortality
estimates
8.12 Estimating surgeon performance
8.13 Event history analysis
9. Software for mixed models
9.1 Packages for fitting mixed
models
9.2 Basic use of PROC MIXED
Basic syntax
Simple example
PROC MIXED statement
MODEL statement
RANDOM statement
LSMEANS statement
ESTIMATE statement
CONTRAST statement
REPEATED statement
PRIOR statement
PARMS statement
MAKE statement
ID statement
WEIGHT statement
9.3 Basic use of PROC GENMOD
and GLIMMIX macro
PROC GENMOD
GLIMMIX
macro
References
Glossary
Mixed models notation