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Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Introduction to Longitudinal Data Analysis
Christopher David Desjardins
Chu-Ting Chung
Jeffrey D. Long
11 January 2010
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Outline
1 Introduction
2 Benefits
3 Synonyms
4 Formula and Assumptions
5 LMMs in R
6 Getting Help
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
What is Longitudinal Data?
The defining characteristic of longitudinal studies is that
individuals are measured repeatedly through time.
In contrast, cross-sectional studies involve collecting
measurements on an individual only once.
Concerned with mean change over time.
Longitudinal studies allow examination of age and cohort
effects.
Longitudinal studies can distinguish changes over time within
individuals (aging effects) from differences among people in
their baseline levels (cohort effects).
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
What is Longitudinal Data?
The defining characteristic of longitudinal studies is that
individuals are measured repeatedly through time.
In contrast, cross-sectional studies involve collecting
measurements on an individual only once.
Concerned with mean change over time.
Longitudinal studies allow examination of age and cohort
effects.
Longitudinal studies can distinguish changes over time within
individuals (aging effects) from differences among people in
their baseline levels (cohort effects).
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
What is Longitudinal Data?
The defining characteristic of longitudinal studies is that
individuals are measured repeatedly through time.
In contrast, cross-sectional studies involve collecting
measurements on an individual only once.
Concerned with mean change over time.
Longitudinal studies allow examination of age and cohort
effects.
Longitudinal studies can distinguish changes over time within
individuals (aging effects) from differences among people in
their baseline levels (cohort effects).
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
What is Longitudinal Data?
The defining characteristic of longitudinal studies is that
individuals are measured repeatedly through time.
In contrast, cross-sectional studies involve collecting
measurements on an individual only once.
Concerned with mean change over time.
Longitudinal studies allow examination of age and cohort
effects.
Longitudinal studies can distinguish changes over time within
individuals (aging effects) from differences among people in
their baseline levels (cohort effects).
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
What is Longitudinal Data?
The defining characteristic of longitudinal studies is that
individuals are measured repeatedly through time.
In contrast, cross-sectional studies involve collecting
measurements on an individual only once.
Concerned with mean change over time.
Longitudinal studies allow examination of age and cohort
effects.
Longitudinal studies can distinguish changes over time within
individuals (aging effects) from differences among people in
their baseline levels (cohort effects).
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Age or cohort effects?
Age
Reading
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Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Age or cohort effects?
Age
Reading
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125
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8 10 12 14 16 18
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Age or cohort effects?
Age
Reading
95
100
105
110
115
120
125
8 10 12 14 16 18
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Benefits of Linear Mixed Models
Fit intercepts and slopes for individuals
Accounts for correlations between time points
Accommodates missing data
Accommodates measurements at unequal intervals
Relatively few parameters required to account for dependency
due to repeated measures
Can handle both continuous and categorical covariates
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Benefits of Linear Mixed Models
Fit intercepts and slopes for individuals
Accounts for correlations between time points
Accommodates missing data
Accommodates measurements at unequal intervals
Relatively few parameters required to account for dependency
due to repeated measures
Can handle both continuous and categorical covariates
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Benefits of Linear Mixed Models
Fit intercepts and slopes for individuals
Accounts for correlations between time points
Accommodates missing data
Accommodates measurements at unequal intervals
Relatively few parameters required to account for dependency
due to repeated measures
Can handle both continuous and categorical covariates
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Benefits of Linear Mixed Models
Fit intercepts and slopes for individuals
Accounts for correlations between time points
Accommodates missing data
Accommodates measurements at unequal intervals
Relatively few parameters required to account for dependency
due to repeated measures
Can handle both continuous and categorical covariates
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Benefits of Linear Mixed Models
Fit intercepts and slopes for individuals
Accounts for correlations between time points
Accommodates missing data
Accommodates measurements at unequal intervals
Relatively few parameters required to account for dependency
due to repeated measures
Can handle both continuous and categorical covariates
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Benefits of Linear Mixed Models
Fit intercepts and slopes for individuals
Accounts for correlations between time points
Accommodates missing data
Accommodates measurements at unequal intervals
Relatively few parameters required to account for dependency
due to repeated measures
Can handle both continuous and categorical covariates
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Correlations between time points
Traditional regression does not account for this correlation
This results in bogus standard error estimates and p-values.
This is done in the covariance-variance matrix among the
repeated measures known as Σi
Recall a correlation matrix is a standardized
covariance-variance matrix.
This matrix is involved directly in estimating the parameters
unlike in traditional regression.
This matrix is broken down further and includes the random
effects matrix.
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Correlations between time points
Traditional regression does not account for this correlation
This results in bogus standard error estimates and p-values.
This is done in the covariance-variance matrix among the
repeated measures known as Σi
Recall a correlation matrix is a standardized
covariance-variance matrix.
This matrix is involved directly in estimating the parameters
unlike in traditional regression.
This matrix is broken down further and includes the random
effects matrix.
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Correlations between time points
Traditional regression does not account for this correlation
This results in bogus standard error estimates and p-values.
This is done in the covariance-variance matrix among the
repeated measures known as Σi
Recall a correlation matrix is a standardized
covariance-variance matrix.
This matrix is involved directly in estimating the parameters
unlike in traditional regression.
This matrix is broken down further and includes the random
effects matrix.
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Correlations between time points
Traditional regression does not account for this correlation
This results in bogus standard error estimates and p-values.
This is done in the covariance-variance matrix among the
repeated measures known as Σi
Recall a correlation matrix is a standardized
covariance-variance matrix.
This matrix is involved directly in estimating the parameters
unlike in traditional regression.
This matrix is broken down further and includes the random
effects matrix.
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Correlations between time points
Traditional regression does not account for this correlation
This results in bogus standard error estimates and p-values.
This is done in the covariance-variance matrix among the
repeated measures known as Σi
Recall a correlation matrix is a standardized
covariance-variance matrix.
This matrix is involved directly in estimating the parameters
unlike in traditional regression.
This matrix is broken down further and includes the random
effects matrix.
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Correlations between time points
Traditional regression does not account for this correlation
This results in bogus standard error estimates and p-values.
This is done in the covariance-variance matrix among the
repeated measures known as Σi
Recall a correlation matrix is a standardized
covariance-variance matrix.
This matrix is involved directly in estimating the parameters
unlike in traditional regression.
This matrix is broken down further and includes the random
effects matrix.
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Accomodates missing data
Missing data handled through robust maximum likelihood
estimation
No need for multiple imputation when using continuous
variables
Two types of Maximum Likelihood Estimates
Full Maximum Likelihood
Restricted Maximum Likeihood - provides unbaised variance
estimates
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Accomodates missing data
Missing data handled through robust maximum likelihood
estimation
No need for multiple imputation when using continuous
variables
Two types of Maximum Likelihood Estimates
Full Maximum Likelihood
Restricted Maximum Likeihood - provides unbaised variance
estimates
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Accomodates missing data
Missing data handled through robust maximum likelihood
estimation
No need for multiple imputation when using continuous
variables
Two types of Maximum Likelihood Estimates
Full Maximum Likelihood
Restricted Maximum Likeihood - provides unbaised variance
estimates
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Accomodates missing data
Missing data handled through robust maximum likelihood
estimation
No need for multiple imputation when using continuous
variables
Two types of Maximum Likelihood Estimates
Full Maximum Likelihood
Restricted Maximum Likeihood - provides unbaised variance
estimates
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Accomodates missing data
Missing data handled through robust maximum likelihood
estimation
No need for multiple imputation when using continuous
variables
Two types of Maximum Likelihood Estimates
Full Maximum Likelihood
Restricted Maximum Likeihood - provides unbaised variance
estimates
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Other benefits
Individuals can be measured at different times and do not
need to measured at all times.
Therefore, we do not need to throw out data or impute data
on individuals.
We throw out cases not individuals.
Fewer parameters used in these models than ANOVA and
MANOVA models. This leads to higher statistical power.
Can handle continuous and categorical covariates
simulatenously. No need for a seperate model.
Categorical covariates are dummy coded.
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Other benefits
Individuals can be measured at different times and do not
need to measured at all times.
Therefore, we do not need to throw out data or impute data
on individuals.
We throw out cases not individuals.
Fewer parameters used in these models than ANOVA and
MANOVA models. This leads to higher statistical power.
Can handle continuous and categorical covariates
simulatenously. No need for a seperate model.
Categorical covariates are dummy coded.
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Other benefits
Individuals can be measured at different times and do not
need to measured at all times.
Therefore, we do not need to throw out data or impute data
on individuals.
We throw out cases not individuals.
Fewer parameters used in these models than ANOVA and
MANOVA models. This leads to higher statistical power.
Can handle continuous and categorical covariates
simulatenously. No need for a seperate model.
Categorical covariates are dummy coded.
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Other benefits
Individuals can be measured at different times and do not
need to measured at all times.
Therefore, we do not need to throw out data or impute data
on individuals.
We throw out cases not individuals.
Fewer parameters used in these models than ANOVA and
MANOVA models. This leads to higher statistical power.
Can handle continuous and categorical covariates
simulatenously. No need for a seperate model.
Categorical covariates are dummy coded.
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Other benefits
Individuals can be measured at different times and do not
need to measured at all times.
Therefore, we do not need to throw out data or impute data
on individuals.
We throw out cases not individuals.
Fewer parameters used in these models than ANOVA and
MANOVA models. This leads to higher statistical power.
Can handle continuous and categorical covariates
simulatenously. No need for a seperate model.
Categorical covariates are dummy coded.
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Other benefits
Individuals can be measured at different times and do not
need to measured at all times.
Therefore, we do not need to throw out data or impute data
on individuals.
We throw out cases not individuals.
Fewer parameters used in these models than ANOVA and
MANOVA models. This leads to higher statistical power.
Can handle continuous and categorical covariates
simulatenously. No need for a seperate model.
Categorical covariates are dummy coded.
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Other names for these models
Hierarchical linear models (HLM)
HLM are generally cross-sectional and involve multiple levels,
such as school effects
In longitudinal models, measurements over time are nested
within individuals rather than a school
Linear Mixed Models
Multilevel Models
Mixed Effects Models
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Other names for these models
Hierarchical linear models (HLM)
HLM are generally cross-sectional and involve multiple levels,
such as school effects
In longitudinal models, measurements over time are nested
within individuals rather than a school
Linear Mixed Models
Multilevel Models
Mixed Effects Models
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Other names for these models
Hierarchical linear models (HLM)
HLM are generally cross-sectional and involve multiple levels,
such as school effects
In longitudinal models, measurements over time are nested
within individuals rather than a school
Linear Mixed Models
Multilevel Models
Mixed Effects Models
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Other names for these models
Hierarchical linear models (HLM)
HLM are generally cross-sectional and involve multiple levels,
such as school effects
In longitudinal models, measurements over time are nested
within individuals rather than a school
Linear Mixed Models
Multilevel Models
Mixed Effects Models
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Other names for these models
Hierarchical linear models (HLM)
HLM are generally cross-sectional and involve multiple levels,
such as school effects
In longitudinal models, measurements over time are nested
within individuals rather than a school
Linear Mixed Models
Multilevel Models
Mixed Effects Models
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Other names for these models
Hierarchical linear models (HLM)
HLM are generally cross-sectional and involve multiple levels,
such as school effects
In longitudinal models, measurements over time are nested
within individuals rather than a school
Linear Mixed Models
Multilevel Models
Mixed Effects Models
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
LMM formula
Recall a simple multiple regression model is:
Yi = β0 + β1X1i + β2X2i + ... + βpXpi + ei
In a LMM, a regression model measured j times might become:
Yij = β0 + b0i + β1X1i + (β2 + b2i )tij + eij
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
LMM formula explained
Nomenclature Definition
Yij refers to the outcome variable, e.g. infant’s weight, for
individual i at time j
β0 refers to the intercept
b0i refers to the random intercept for individual i. This
allows individuals to vary in their initial values.
β1X1i the parameter estimate associated with a covariate,
such as primary feeding type.
β2 the fixed effect estimate associated with time
b2i refers to the random slope for individual i.This allows
individuals to vary in their slopes.
tij time variable, months since birth.
eij is the residual error term.
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Assumptions of LMMs
Obseravations of individuals are independent
Random effects are normally distributed
Random residuals are normally distributed
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Assumptions of LMMs
Obseravations of individuals are independent
Random effects are normally distributed
Random residuals are normally distributed
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Assumptions of LMMs
Obseravations of individuals are independent
Random effects are normally distributed
Random residuals are normally distributed
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Running LMMs
Yij = β0 + b0i + (β1 + b1i )tij + eij
Use the {lme4} package in R and the lmer function.
If you can write your model as a LMM then you can program
it in R.
Basic R Formula:
m1 < −lmer(Outcome ∼ 1 + Time + (1 + month|ID), data =
data))
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Running LMMs
Yij = β0 + b0i + (β1 + b1i )tij + eij
Use the {lme4} package in R and the lmer function.
If you can write your model as a LMM then you can program
it in R.
Basic R Formula:
m1 < −lmer(Outcome ∼ 1 + Time + (1 + month|ID), data =
data))
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Running LMMs
Yij = β0 + b0i + (β1 + b1i )tij + eij
Use the {lme4} package in R and the lmer function.
If you can write your model as a LMM then you can program
it in R.
Basic R Formula:
m1 < −lmer(Outcome ∼ 1 + Time + (1 + month|ID), data =
data))
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Running LMMs
> library(lme4)
> data(sleepstudy)
> m1 <- lmer(Reaction ~ 1 + Days + (1 + Days|Subject), sleepstudy)
> summary(m1)
Linear mixed model fit by REML
Formula: Reaction ~ 1 + Days + (1 + Days | Subject)
Data: sleepstudy
AIC BIC logLik deviance REMLdev
1756 1775 -871.8 1752 1744
Random effects:
Groups Name Variance Std.Dev. Corr
Subject (Intercept) 612.090 24.7405
Days 35.072 5.9221 0.066
Residual 654.941 25.5918
Number of obs: 180, groups: Subject, 18
Fixed effects:
Estimate Std. Error t value
(Intercept) 251.405 6.825 36.84
Days 10.467 1.546 6.77
Correlation of Fixed Effects:
(Intr)
Days -0.138
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Getting Help with LMMs and R
Help with LMMs
Fitzmaurice, G. M., Laird, N.M., & Ware, J.H. (2004).
Applied Longitudinal Analysis. Wiley-Interscience.
Diggle, P., Heagerty, P, Liang, K-Y, & Zeger, S. (2002).
Analysis of Longitudinal Data. Oxford University Press.
Gelman, A. & Hill, J. (2006). Data Analysis Using Regression
and Multilevel/Hierarchical Models. Cambridge University
Press.
Help with R and {lme4}.
General R help. www.r-project.org
Nice intro to R. http://cran.r-project.org/doc/
contrib/Verzani-SimpleR.pdf
{lme4} help. Pinheiro, J. C. & Bates, D. (2002). Mixed
Effects Models in S and S-Plus. Springer Press. CAN
DOWNLOAD FROM LIBRARY!
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Getting Help with LMMs and R
Help with LMMs
Fitzmaurice, G. M., Laird, N.M., & Ware, J.H. (2004).
Applied Longitudinal Analysis. Wiley-Interscience.
Diggle, P., Heagerty, P, Liang, K-Y, & Zeger, S. (2002).
Analysis of Longitudinal Data. Oxford University Press.
Gelman, A. & Hill, J. (2006). Data Analysis Using Regression
and Multilevel/Hierarchical Models. Cambridge University
Press.
Help with R and {lme4}.
General R help. www.r-project.org
Nice intro to R. http://cran.r-project.org/doc/
contrib/Verzani-SimpleR.pdf
{lme4} help. Pinheiro, J. C. & Bates, D. (2002). Mixed
Effects Models in S and S-Plus. Springer Press. CAN
DOWNLOAD FROM LIBRARY!
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Getting Help with LMMs and R
Help with LMMs
Fitzmaurice, G. M., Laird, N.M., & Ware, J.H. (2004).
Applied Longitudinal Analysis. Wiley-Interscience.
Diggle, P., Heagerty, P, Liang, K-Y, & Zeger, S. (2002).
Analysis of Longitudinal Data. Oxford University Press.
Gelman, A. & Hill, J. (2006). Data Analysis Using Regression
and Multilevel/Hierarchical Models. Cambridge University
Press.
Help with R and {lme4}.
General R help. www.r-project.org
Nice intro to R. http://cran.r-project.org/doc/
contrib/Verzani-SimpleR.pdf
{lme4} help. Pinheiro, J. C. & Bates, D. (2002). Mixed
Effects Models in S and S-Plus. Springer Press. CAN
DOWNLOAD FROM LIBRARY!
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Getting Help with LMMs and R
Help with LMMs
Fitzmaurice, G. M., Laird, N.M., & Ware, J.H. (2004).
Applied Longitudinal Analysis. Wiley-Interscience.
Diggle, P., Heagerty, P, Liang, K-Y, & Zeger, S. (2002).
Analysis of Longitudinal Data. Oxford University Press.
Gelman, A. & Hill, J. (2006). Data Analysis Using Regression
and Multilevel/Hierarchical Models. Cambridge University
Press.
Help with R and {lme4}.
General R help. www.r-project.org
Nice intro to R. http://cran.r-project.org/doc/
contrib/Verzani-SimpleR.pdf
{lme4} help. Pinheiro, J. C. & Bates, D. (2002). Mixed
Effects Models in S and S-Plus. Springer Press. CAN
DOWNLOAD FROM LIBRARY!
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Getting Help with LMMs and R
Help with LMMs
Fitzmaurice, G. M., Laird, N.M., & Ware, J.H. (2004).
Applied Longitudinal Analysis. Wiley-Interscience.
Diggle, P., Heagerty, P, Liang, K-Y, & Zeger, S. (2002).
Analysis of Longitudinal Data. Oxford University Press.
Gelman, A. & Hill, J. (2006). Data Analysis Using Regression
and Multilevel/Hierarchical Models. Cambridge University
Press.
Help with R and {lme4}.
General R help. www.r-project.org
Nice intro to R. http://cran.r-project.org/doc/
contrib/Verzani-SimpleR.pdf
{lme4} help. Pinheiro, J. C. & Bates, D. (2002). Mixed
Effects Models in S and S-Plus. Springer Press. CAN
DOWNLOAD FROM LIBRARY!
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Getting Help with LMMs and R
Help with LMMs
Fitzmaurice, G. M., Laird, N.M., & Ware, J.H. (2004).
Applied Longitudinal Analysis. Wiley-Interscience.
Diggle, P., Heagerty, P, Liang, K-Y, & Zeger, S. (2002).
Analysis of Longitudinal Data. Oxford University Press.
Gelman, A. & Hill, J. (2006). Data Analysis Using Regression
and Multilevel/Hierarchical Models. Cambridge University
Press.
Help with R and {lme4}.
General R help. www.r-project.org
Nice intro to R. http://cran.r-project.org/doc/
contrib/Verzani-SimpleR.pdf
{lme4} help. Pinheiro, J. C. & Bates, D. (2002). Mixed
Effects Models in S and S-Plus. Springer Press. CAN
DOWNLOAD FROM LIBRARY!
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Getting Help with LMMs and R
Help with LMMs
Fitzmaurice, G. M., Laird, N.M., & Ware, J.H. (2004).
Applied Longitudinal Analysis. Wiley-Interscience.
Diggle, P., Heagerty, P, Liang, K-Y, & Zeger, S. (2002).
Analysis of Longitudinal Data. Oxford University Press.
Gelman, A. & Hill, J. (2006). Data Analysis Using Regression
and Multilevel/Hierarchical Models. Cambridge University
Press.
Help with R and {lme4}.
General R help. www.r-project.org
Nice intro to R. http://cran.r-project.org/doc/
contrib/Verzani-SimpleR.pdf
{lme4} help. Pinheiro, J. C. & Bates, D. (2002). Mixed
Effects Models in S and S-Plus. Springer Press. CAN
DOWNLOAD FROM LIBRARY!
Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help
Getting Help with LMMs and R
Help with LMMs
Fitzmaurice, G. M., Laird, N.M., & Ware, J.H. (2004).
Applied Longitudinal Analysis. Wiley-Interscience.
Diggle, P., Heagerty, P, Liang, K-Y, & Zeger, S. (2002).
Analysis of Longitudinal Data. Oxford University Press.
Gelman, A. & Hill, J. (2006). Data Analysis Using Regression
and Multilevel/Hierarchical Models. Cambridge University
Press.
Help with R and {lme4}.
General R help. www.r-project.org
Nice intro to R. http://cran.r-project.org/doc/
contrib/Verzani-SimpleR.pdf
{lme4} help. Pinheiro, J. C. & Bates, D. (2002). Mixed
Effects Models in S and S-Plus. Springer Press. CAN
DOWNLOAD FROM LIBRARY!

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longitudinal.pdf

  • 1. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Introduction to Longitudinal Data Analysis Christopher David Desjardins Chu-Ting Chung Jeffrey D. Long 11 January 2010
  • 2. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Outline 1 Introduction 2 Benefits 3 Synonyms 4 Formula and Assumptions 5 LMMs in R 6 Getting Help
  • 3. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help What is Longitudinal Data? The defining characteristic of longitudinal studies is that individuals are measured repeatedly through time. In contrast, cross-sectional studies involve collecting measurements on an individual only once. Concerned with mean change over time. Longitudinal studies allow examination of age and cohort effects. Longitudinal studies can distinguish changes over time within individuals (aging effects) from differences among people in their baseline levels (cohort effects).
  • 4. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help What is Longitudinal Data? The defining characteristic of longitudinal studies is that individuals are measured repeatedly through time. In contrast, cross-sectional studies involve collecting measurements on an individual only once. Concerned with mean change over time. Longitudinal studies allow examination of age and cohort effects. Longitudinal studies can distinguish changes over time within individuals (aging effects) from differences among people in their baseline levels (cohort effects).
  • 5. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help What is Longitudinal Data? The defining characteristic of longitudinal studies is that individuals are measured repeatedly through time. In contrast, cross-sectional studies involve collecting measurements on an individual only once. Concerned with mean change over time. Longitudinal studies allow examination of age and cohort effects. Longitudinal studies can distinguish changes over time within individuals (aging effects) from differences among people in their baseline levels (cohort effects).
  • 6. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help What is Longitudinal Data? The defining characteristic of longitudinal studies is that individuals are measured repeatedly through time. In contrast, cross-sectional studies involve collecting measurements on an individual only once. Concerned with mean change over time. Longitudinal studies allow examination of age and cohort effects. Longitudinal studies can distinguish changes over time within individuals (aging effects) from differences among people in their baseline levels (cohort effects).
  • 7. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help What is Longitudinal Data? The defining characteristic of longitudinal studies is that individuals are measured repeatedly through time. In contrast, cross-sectional studies involve collecting measurements on an individual only once. Concerned with mean change over time. Longitudinal studies allow examination of age and cohort effects. Longitudinal studies can distinguish changes over time within individuals (aging effects) from differences among people in their baseline levels (cohort effects).
  • 8. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Age or cohort effects? Age Reading 95 100 105 110 115 120 125 ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● 8 10 12 14 16 18
  • 9. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Age or cohort effects? Age Reading 95 100 105 110 115 120 125 ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● 8 10 12 14 16 18
  • 10. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Age or cohort effects? Age Reading 95 100 105 110 115 120 125 8 10 12 14 16 18
  • 11. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Benefits of Linear Mixed Models Fit intercepts and slopes for individuals Accounts for correlations between time points Accommodates missing data Accommodates measurements at unequal intervals Relatively few parameters required to account for dependency due to repeated measures Can handle both continuous and categorical covariates
  • 12. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Benefits of Linear Mixed Models Fit intercepts and slopes for individuals Accounts for correlations between time points Accommodates missing data Accommodates measurements at unequal intervals Relatively few parameters required to account for dependency due to repeated measures Can handle both continuous and categorical covariates
  • 13. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Benefits of Linear Mixed Models Fit intercepts and slopes for individuals Accounts for correlations between time points Accommodates missing data Accommodates measurements at unequal intervals Relatively few parameters required to account for dependency due to repeated measures Can handle both continuous and categorical covariates
  • 14. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Benefits of Linear Mixed Models Fit intercepts and slopes for individuals Accounts for correlations between time points Accommodates missing data Accommodates measurements at unequal intervals Relatively few parameters required to account for dependency due to repeated measures Can handle both continuous and categorical covariates
  • 15. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Benefits of Linear Mixed Models Fit intercepts and slopes for individuals Accounts for correlations between time points Accommodates missing data Accommodates measurements at unequal intervals Relatively few parameters required to account for dependency due to repeated measures Can handle both continuous and categorical covariates
  • 16. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Benefits of Linear Mixed Models Fit intercepts and slopes for individuals Accounts for correlations between time points Accommodates missing data Accommodates measurements at unequal intervals Relatively few parameters required to account for dependency due to repeated measures Can handle both continuous and categorical covariates
  • 17. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Correlations between time points Traditional regression does not account for this correlation This results in bogus standard error estimates and p-values. This is done in the covariance-variance matrix among the repeated measures known as Σi Recall a correlation matrix is a standardized covariance-variance matrix. This matrix is involved directly in estimating the parameters unlike in traditional regression. This matrix is broken down further and includes the random effects matrix.
  • 18. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Correlations between time points Traditional regression does not account for this correlation This results in bogus standard error estimates and p-values. This is done in the covariance-variance matrix among the repeated measures known as Σi Recall a correlation matrix is a standardized covariance-variance matrix. This matrix is involved directly in estimating the parameters unlike in traditional regression. This matrix is broken down further and includes the random effects matrix.
  • 19. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Correlations between time points Traditional regression does not account for this correlation This results in bogus standard error estimates and p-values. This is done in the covariance-variance matrix among the repeated measures known as Σi Recall a correlation matrix is a standardized covariance-variance matrix. This matrix is involved directly in estimating the parameters unlike in traditional regression. This matrix is broken down further and includes the random effects matrix.
  • 20. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Correlations between time points Traditional regression does not account for this correlation This results in bogus standard error estimates and p-values. This is done in the covariance-variance matrix among the repeated measures known as Σi Recall a correlation matrix is a standardized covariance-variance matrix. This matrix is involved directly in estimating the parameters unlike in traditional regression. This matrix is broken down further and includes the random effects matrix.
  • 21. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Correlations between time points Traditional regression does not account for this correlation This results in bogus standard error estimates and p-values. This is done in the covariance-variance matrix among the repeated measures known as Σi Recall a correlation matrix is a standardized covariance-variance matrix. This matrix is involved directly in estimating the parameters unlike in traditional regression. This matrix is broken down further and includes the random effects matrix.
  • 22. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Correlations between time points Traditional regression does not account for this correlation This results in bogus standard error estimates and p-values. This is done in the covariance-variance matrix among the repeated measures known as Σi Recall a correlation matrix is a standardized covariance-variance matrix. This matrix is involved directly in estimating the parameters unlike in traditional regression. This matrix is broken down further and includes the random effects matrix.
  • 23. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Accomodates missing data Missing data handled through robust maximum likelihood estimation No need for multiple imputation when using continuous variables Two types of Maximum Likelihood Estimates Full Maximum Likelihood Restricted Maximum Likeihood - provides unbaised variance estimates
  • 24. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Accomodates missing data Missing data handled through robust maximum likelihood estimation No need for multiple imputation when using continuous variables Two types of Maximum Likelihood Estimates Full Maximum Likelihood Restricted Maximum Likeihood - provides unbaised variance estimates
  • 25. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Accomodates missing data Missing data handled through robust maximum likelihood estimation No need for multiple imputation when using continuous variables Two types of Maximum Likelihood Estimates Full Maximum Likelihood Restricted Maximum Likeihood - provides unbaised variance estimates
  • 26. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Accomodates missing data Missing data handled through robust maximum likelihood estimation No need for multiple imputation when using continuous variables Two types of Maximum Likelihood Estimates Full Maximum Likelihood Restricted Maximum Likeihood - provides unbaised variance estimates
  • 27. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Accomodates missing data Missing data handled through robust maximum likelihood estimation No need for multiple imputation when using continuous variables Two types of Maximum Likelihood Estimates Full Maximum Likelihood Restricted Maximum Likeihood - provides unbaised variance estimates
  • 28. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Other benefits Individuals can be measured at different times and do not need to measured at all times. Therefore, we do not need to throw out data or impute data on individuals. We throw out cases not individuals. Fewer parameters used in these models than ANOVA and MANOVA models. This leads to higher statistical power. Can handle continuous and categorical covariates simulatenously. No need for a seperate model. Categorical covariates are dummy coded.
  • 29. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Other benefits Individuals can be measured at different times and do not need to measured at all times. Therefore, we do not need to throw out data or impute data on individuals. We throw out cases not individuals. Fewer parameters used in these models than ANOVA and MANOVA models. This leads to higher statistical power. Can handle continuous and categorical covariates simulatenously. No need for a seperate model. Categorical covariates are dummy coded.
  • 30. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Other benefits Individuals can be measured at different times and do not need to measured at all times. Therefore, we do not need to throw out data or impute data on individuals. We throw out cases not individuals. Fewer parameters used in these models than ANOVA and MANOVA models. This leads to higher statistical power. Can handle continuous and categorical covariates simulatenously. No need for a seperate model. Categorical covariates are dummy coded.
  • 31. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Other benefits Individuals can be measured at different times and do not need to measured at all times. Therefore, we do not need to throw out data or impute data on individuals. We throw out cases not individuals. Fewer parameters used in these models than ANOVA and MANOVA models. This leads to higher statistical power. Can handle continuous and categorical covariates simulatenously. No need for a seperate model. Categorical covariates are dummy coded.
  • 32. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Other benefits Individuals can be measured at different times and do not need to measured at all times. Therefore, we do not need to throw out data or impute data on individuals. We throw out cases not individuals. Fewer parameters used in these models than ANOVA and MANOVA models. This leads to higher statistical power. Can handle continuous and categorical covariates simulatenously. No need for a seperate model. Categorical covariates are dummy coded.
  • 33. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Other benefits Individuals can be measured at different times and do not need to measured at all times. Therefore, we do not need to throw out data or impute data on individuals. We throw out cases not individuals. Fewer parameters used in these models than ANOVA and MANOVA models. This leads to higher statistical power. Can handle continuous and categorical covariates simulatenously. No need for a seperate model. Categorical covariates are dummy coded.
  • 34. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Other names for these models Hierarchical linear models (HLM) HLM are generally cross-sectional and involve multiple levels, such as school effects In longitudinal models, measurements over time are nested within individuals rather than a school Linear Mixed Models Multilevel Models Mixed Effects Models
  • 35. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Other names for these models Hierarchical linear models (HLM) HLM are generally cross-sectional and involve multiple levels, such as school effects In longitudinal models, measurements over time are nested within individuals rather than a school Linear Mixed Models Multilevel Models Mixed Effects Models
  • 36. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Other names for these models Hierarchical linear models (HLM) HLM are generally cross-sectional and involve multiple levels, such as school effects In longitudinal models, measurements over time are nested within individuals rather than a school Linear Mixed Models Multilevel Models Mixed Effects Models
  • 37. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Other names for these models Hierarchical linear models (HLM) HLM are generally cross-sectional and involve multiple levels, such as school effects In longitudinal models, measurements over time are nested within individuals rather than a school Linear Mixed Models Multilevel Models Mixed Effects Models
  • 38. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Other names for these models Hierarchical linear models (HLM) HLM are generally cross-sectional and involve multiple levels, such as school effects In longitudinal models, measurements over time are nested within individuals rather than a school Linear Mixed Models Multilevel Models Mixed Effects Models
  • 39. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Other names for these models Hierarchical linear models (HLM) HLM are generally cross-sectional and involve multiple levels, such as school effects In longitudinal models, measurements over time are nested within individuals rather than a school Linear Mixed Models Multilevel Models Mixed Effects Models
  • 40. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help LMM formula Recall a simple multiple regression model is: Yi = β0 + β1X1i + β2X2i + ... + βpXpi + ei In a LMM, a regression model measured j times might become: Yij = β0 + b0i + β1X1i + (β2 + b2i )tij + eij
  • 41. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help LMM formula explained Nomenclature Definition Yij refers to the outcome variable, e.g. infant’s weight, for individual i at time j β0 refers to the intercept b0i refers to the random intercept for individual i. This allows individuals to vary in their initial values. β1X1i the parameter estimate associated with a covariate, such as primary feeding type. β2 the fixed effect estimate associated with time b2i refers to the random slope for individual i.This allows individuals to vary in their slopes. tij time variable, months since birth. eij is the residual error term.
  • 42. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Assumptions of LMMs Obseravations of individuals are independent Random effects are normally distributed Random residuals are normally distributed
  • 43. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Assumptions of LMMs Obseravations of individuals are independent Random effects are normally distributed Random residuals are normally distributed
  • 44. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Assumptions of LMMs Obseravations of individuals are independent Random effects are normally distributed Random residuals are normally distributed
  • 45. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Running LMMs Yij = β0 + b0i + (β1 + b1i )tij + eij Use the {lme4} package in R and the lmer function. If you can write your model as a LMM then you can program it in R. Basic R Formula: m1 < −lmer(Outcome ∼ 1 + Time + (1 + month|ID), data = data))
  • 46. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Running LMMs Yij = β0 + b0i + (β1 + b1i )tij + eij Use the {lme4} package in R and the lmer function. If you can write your model as a LMM then you can program it in R. Basic R Formula: m1 < −lmer(Outcome ∼ 1 + Time + (1 + month|ID), data = data))
  • 47. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Running LMMs Yij = β0 + b0i + (β1 + b1i )tij + eij Use the {lme4} package in R and the lmer function. If you can write your model as a LMM then you can program it in R. Basic R Formula: m1 < −lmer(Outcome ∼ 1 + Time + (1 + month|ID), data = data))
  • 48. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Running LMMs > library(lme4) > data(sleepstudy) > m1 <- lmer(Reaction ~ 1 + Days + (1 + Days|Subject), sleepstudy) > summary(m1) Linear mixed model fit by REML Formula: Reaction ~ 1 + Days + (1 + Days | Subject) Data: sleepstudy AIC BIC logLik deviance REMLdev 1756 1775 -871.8 1752 1744 Random effects: Groups Name Variance Std.Dev. Corr Subject (Intercept) 612.090 24.7405 Days 35.072 5.9221 0.066 Residual 654.941 25.5918 Number of obs: 180, groups: Subject, 18 Fixed effects: Estimate Std. Error t value (Intercept) 251.405 6.825 36.84 Days 10.467 1.546 6.77 Correlation of Fixed Effects: (Intr) Days -0.138
  • 49. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Getting Help with LMMs and R Help with LMMs Fitzmaurice, G. M., Laird, N.M., & Ware, J.H. (2004). Applied Longitudinal Analysis. Wiley-Interscience. Diggle, P., Heagerty, P, Liang, K-Y, & Zeger, S. (2002). Analysis of Longitudinal Data. Oxford University Press. Gelman, A. & Hill, J. (2006). Data Analysis Using Regression and Multilevel/Hierarchical Models. Cambridge University Press. Help with R and {lme4}. General R help. www.r-project.org Nice intro to R. http://cran.r-project.org/doc/ contrib/Verzani-SimpleR.pdf {lme4} help. Pinheiro, J. C. & Bates, D. (2002). Mixed Effects Models in S and S-Plus. Springer Press. CAN DOWNLOAD FROM LIBRARY!
  • 50. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Getting Help with LMMs and R Help with LMMs Fitzmaurice, G. M., Laird, N.M., & Ware, J.H. (2004). Applied Longitudinal Analysis. Wiley-Interscience. Diggle, P., Heagerty, P, Liang, K-Y, & Zeger, S. (2002). Analysis of Longitudinal Data. Oxford University Press. Gelman, A. & Hill, J. (2006). Data Analysis Using Regression and Multilevel/Hierarchical Models. Cambridge University Press. Help with R and {lme4}. General R help. www.r-project.org Nice intro to R. http://cran.r-project.org/doc/ contrib/Verzani-SimpleR.pdf {lme4} help. Pinheiro, J. C. & Bates, D. (2002). Mixed Effects Models in S and S-Plus. Springer Press. CAN DOWNLOAD FROM LIBRARY!
  • 51. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Getting Help with LMMs and R Help with LMMs Fitzmaurice, G. M., Laird, N.M., & Ware, J.H. (2004). Applied Longitudinal Analysis. Wiley-Interscience. Diggle, P., Heagerty, P, Liang, K-Y, & Zeger, S. (2002). Analysis of Longitudinal Data. Oxford University Press. Gelman, A. & Hill, J. (2006). Data Analysis Using Regression and Multilevel/Hierarchical Models. Cambridge University Press. Help with R and {lme4}. General R help. www.r-project.org Nice intro to R. http://cran.r-project.org/doc/ contrib/Verzani-SimpleR.pdf {lme4} help. Pinheiro, J. C. & Bates, D. (2002). Mixed Effects Models in S and S-Plus. Springer Press. CAN DOWNLOAD FROM LIBRARY!
  • 52. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Getting Help with LMMs and R Help with LMMs Fitzmaurice, G. M., Laird, N.M., & Ware, J.H. (2004). Applied Longitudinal Analysis. Wiley-Interscience. Diggle, P., Heagerty, P, Liang, K-Y, & Zeger, S. (2002). Analysis of Longitudinal Data. Oxford University Press. Gelman, A. & Hill, J. (2006). Data Analysis Using Regression and Multilevel/Hierarchical Models. Cambridge University Press. Help with R and {lme4}. General R help. www.r-project.org Nice intro to R. http://cran.r-project.org/doc/ contrib/Verzani-SimpleR.pdf {lme4} help. Pinheiro, J. C. & Bates, D. (2002). Mixed Effects Models in S and S-Plus. Springer Press. CAN DOWNLOAD FROM LIBRARY!
  • 53. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Getting Help with LMMs and R Help with LMMs Fitzmaurice, G. M., Laird, N.M., & Ware, J.H. (2004). Applied Longitudinal Analysis. Wiley-Interscience. Diggle, P., Heagerty, P, Liang, K-Y, & Zeger, S. (2002). Analysis of Longitudinal Data. Oxford University Press. Gelman, A. & Hill, J. (2006). Data Analysis Using Regression and Multilevel/Hierarchical Models. Cambridge University Press. Help with R and {lme4}. General R help. www.r-project.org Nice intro to R. http://cran.r-project.org/doc/ contrib/Verzani-SimpleR.pdf {lme4} help. Pinheiro, J. C. & Bates, D. (2002). Mixed Effects Models in S and S-Plus. Springer Press. CAN DOWNLOAD FROM LIBRARY!
  • 54. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Getting Help with LMMs and R Help with LMMs Fitzmaurice, G. M., Laird, N.M., & Ware, J.H. (2004). Applied Longitudinal Analysis. Wiley-Interscience. Diggle, P., Heagerty, P, Liang, K-Y, & Zeger, S. (2002). Analysis of Longitudinal Data. Oxford University Press. Gelman, A. & Hill, J. (2006). Data Analysis Using Regression and Multilevel/Hierarchical Models. Cambridge University Press. Help with R and {lme4}. General R help. www.r-project.org Nice intro to R. http://cran.r-project.org/doc/ contrib/Verzani-SimpleR.pdf {lme4} help. Pinheiro, J. C. & Bates, D. (2002). Mixed Effects Models in S and S-Plus. Springer Press. CAN DOWNLOAD FROM LIBRARY!
  • 55. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Getting Help with LMMs and R Help with LMMs Fitzmaurice, G. M., Laird, N.M., & Ware, J.H. (2004). Applied Longitudinal Analysis. Wiley-Interscience. Diggle, P., Heagerty, P, Liang, K-Y, & Zeger, S. (2002). Analysis of Longitudinal Data. Oxford University Press. Gelman, A. & Hill, J. (2006). Data Analysis Using Regression and Multilevel/Hierarchical Models. Cambridge University Press. Help with R and {lme4}. General R help. www.r-project.org Nice intro to R. http://cran.r-project.org/doc/ contrib/Verzani-SimpleR.pdf {lme4} help. Pinheiro, J. C. & Bates, D. (2002). Mixed Effects Models in S and S-Plus. Springer Press. CAN DOWNLOAD FROM LIBRARY!
  • 56. Introduction Benefits Synonyms Formula and Assumptions LMMs in R Getting Help Getting Help with LMMs and R Help with LMMs Fitzmaurice, G. M., Laird, N.M., & Ware, J.H. (2004). Applied Longitudinal Analysis. Wiley-Interscience. Diggle, P., Heagerty, P, Liang, K-Y, & Zeger, S. (2002). Analysis of Longitudinal Data. Oxford University Press. Gelman, A. & Hill, J. (2006). Data Analysis Using Regression and Multilevel/Hierarchical Models. Cambridge University Press. Help with R and {lme4}. General R help. www.r-project.org Nice intro to R. http://cran.r-project.org/doc/ contrib/Verzani-SimpleR.pdf {lme4} help. Pinheiro, J. C. & Bates, D. (2002). Mixed Effects Models in S and S-Plus. Springer Press. CAN DOWNLOAD FROM LIBRARY!