401-4626-00L  Advanced Statistical Modelling: Mixed Models

SemesterFrühjahrssemester 2020
DozierendeM. Mächler
Periodizitätjährlich wiederkehrende Veranstaltung
LehrspracheEnglisch


KurzbeschreibungMixed Models = (*| generalized| non-) linear Mixed-effects Models, extend traditional regression models by adding "random effect" terms.

In applications, such models are called "hierarchical models", "repeated measures" or "split plot designs". Mixed models are widely used and appropriate in an aera of complex data measured from living creatures from biology to human sciences.
Lernziel- Becoming aware how mixed models are more realistic and more powerful in many cases than traditional ("fixed-effects only") regression models.

- Learning to fit such models to data correctly, critically interpreting results for such model fits, and hence learning to work the creative cycle of responsible statistical data analysis:
"fit -> interpret & diagnose -> modify the fit -> interpret & ...."

- Becoming aware of computational and methodological limitations of these models, even when using state-of-the art software.
InhaltThe lecture will build on various examples, use R and notably the `lme4` package, to illustrate concepts. The relevant R scripts are made available online.

Inference (significance of factors, confidence intervals) will focus on the more realistic *un*balanced situation where classical (ANOVA, sum of squares etc) methods are known to be deficient. Hence, Maximum Likelihood (ML) and its variant, "REML", will be used for estimation and inference.
SkriptWe will work with an unfinished book proposal from Prof Douglas Bates, Wisconsin, USA which itself is a mixture of theory and worked R code examples.

These lecture notes and all R scripts are made available from
Link
Literatur(see web page and lecture notes)
Voraussetzungen / Besonderes- We assume a good working knowledge about multiple linear regression ("the general linear model') and an intermediate (not beginner's) knowledge about model based statistics (estimation, confidence intervals,..).

Typically this means at least two classes of (math based) statistics, say
1. Intro to probability and statistics
2. (Applied) regression including Matrix-Vector notation Y = X b + E

- Basic (1 semester) "Matrix calculus" / linear algebra is also assumed.

- If familiarity with [R](Link) is not given, it should be acquired during the course (by the student on own initiative).