Introduction to linear mixed models
By Gabriela K Hajduk on March 15, 2017
This is a workshop is aimed at people new to mixed modeling and as such it doesn’t cover all the nuances of mixed models, but hopefully serves as a starting point when it comes to both the concepts and the code syntax in R
. There are no equations used to keep it beginner friendly.
Acknowledgements: First of all, thanks where thanks are due. This tutorial has been built on the tutorial written by Liam Bailey, who has been kind enough to let me use chunks of his script as well as some of the data. Having this backbone of code made my life much, much easier, so thanks Liam, you are a star! The seemingly excessive waffling is mine.
If you are familiar with linear models, aware of their shortcomings and happy with their fitting then you should be able to very quickly get through the first five of the sections below. I am however including them for the sake of completeness and in an attempt to cater to a broader audience.
Similarly, I include quite a bit of explanatory text: you might choose to just skim it for now and go through the “coding bits” of the tutorial. But it will be here to help you along when you start using mixed models with your own data and you need a bit more context.
To get all you need for this session, go to the repository for this tutorial, fork it to your own Github account, clone the repository on your computer and start a versioncontrolled project in RStudio. For more details on how to do this, please check out our Intro to Github for version control tutorial.
Alternatively, you can grab the R script here and the data from here. I might update this tutorial in the future, if I do the latest version will be on my website.
Tutorial Sections:
1. What is mixed effects modelling and why does it matter?
2. Explore the data
3. Fit all data in one analysis
4. Run multiple analyses
5. Modify the current model
6. Mixed effects models
– Fixed and Random effects
– Let’s fit our first mixed model
– Types of random effects
Crossed random effects
Nested random effects
Implicit vs. explicit nesting
– Our second mixed model
– Presenting your model results
Tables
DotandWhisker plots
Further processing
– EXTRA: Pvalues and model selection
Fixed effects structure
Random effects structure
The entire model selection
7. THE END
What is mixed effects modelling and why does it matter?
Ecological and biological data are often complex and messy. We can have different grouping factors like populations, species, sites we collect the data at etc. Sample sizes might leave something to be desired too, especially if we are trying to fit complicated models with many parameters. On top of that our data points might not be truly independent  for instance, we might be using quadrats within our sites to collect the data (and so there is structure to our data: quadrats are nested within the sites).
This is why mixed models were developed, to deal with such messy data and to allow us to use all our data, even when we have low sample sizes, structured data, and many covariates to fit. Oh, and on top of all that mixed models allow us to save degrees of freedom compared to running standard linear models! Sounds good, doesn’t it?
We will cover only linear mixed models here, but if you are trying to “extend” your linear model fear not: there are generalised linear mixed effects models out there too.
Explore the data
We are going to focus on a fictional study system, dragons, so that we don’t have to get too distracted with the specifics of this example (and so I don’t throw too much biology/ecology at those of you who come from different fields). Imagine that we decided to train dragons and so we went out into the mountains and collected data on dragon intelligence (testScore
) as a prerequisite. We sampled individuals with a range of body lengths across three sites in eight different mountain ranges. Start by loading the data and having a look at them.
load("dragons.RData")
head(dragons)
Let’s say we want to know how the body length of the dragons affects their test scores.
You don’t need to worry about the distribution of your predictor variables. Have a look at the distribution of the response variable:
hist(dragons$testScore) # seems close to a normal distribution  good!
It is good practice to standardise your explanatory variables before proceeding, so that they have a mean of zero and standard deviation of one. It ensures that the estimated coefficients are all on the same scale, making it easier to compare effect sizes. You can use scale()
to do that:
dragons$bodyLength2 < scale(dragons$bodyLength)
scale()
centers the data (the column mean is subtracted from the values in the column) and then scales it (the centered column values are divided by the column’s standard deviation).
Back to our question: is the test score affected by body length?
Fit all data in one analysis
One way to analyse this data would be to fit a linear model to all our data, ignoring the sites and the mountain ranges for now.
Fit the model with testScore
as the response and bodyLength2
as the predictor and have a look at the output:
basic.lm < lm(testScore ~ bodyLength2, data = dragons)
summary(basic.lm)
Let’s plot the data with ggplot2.
library(ggplot2) # load the package
ggplot(dragons, aes(x = bodyLength, y = testScore)) +
geom_point() +
geom_smooth(method = "lm")
Ok, so both from the linear model and from the plot it seems like bigger dragons do better in our intelligence test. That seems a bit odd, size shouldn’t really affect the test scores.
But… Are the assumptions met?
Plot the residuals  the red line should be nearly flat, like the dashed grey line:
plot(basic.lm, which = 1) # not perfect...
## but since this is a fictional example we will go with it
## for your own data be careful:
## the bigger the sample size, the less of a trend you'd expect to see
Have a quick look at the qqplot too  points should ideally fall onto the diagonal dashed line:
plot(basic.lm, which = 2) # a bit off at the extremes, but that's often the case; again doesn't look too bad
However, what about observation independence? Are our data independent?
We collected multiple samples from eight mountain ranges. It’s perfectly plausible that the data from within each mountain range are more similar to each other than the data from different mountain ranges  they are correlated.
Have a look at the data to see if above is true:
boxplot(testScore ~ mountainRange, data = dragons) # certainly looks like something is going on here
We could also plot it and colour points by mountain range:
ggplot(dragons, aes(x = bodyLength, y = testScore, colour = mountainRange)) +
geom_point(size = 2) +
theme_classic() +
theme(legend.position = "none")
From the above plots it looks like our mountain ranges vary both in the dragon body length and in their test scores. This confirms that our observations from within each of the ranges aren’t independent. We can’t ignore that.
So what do we do?
Run multiple analyses
We could run many separate analyses and fit a regression for each of the mountain ranges.
Lets have a quick look at the data split by mountain range. We use the facet_wrap
to do that:
ggplot(aes(bodyLength, testScore), data = dragons) +
geom_point() +
facet_wrap(~ mountainRange) +
xlab("length") +
ylab("test score")
That’s eight analyses. Oh wait, we also have different sites, which similarly to mountain ranges aren’t independent… So we could run an analysis for each site in each range separately.
To do the above we would have to estimate a slope and intercept parameter for each regression. That’s two parameters, three sites and eight mountain ranges, which means 48 parameter estimates (2 x 3 x 8 = 48)! Moreover, the sample size for each analysis would be only 20.
This presents problems  not only we are hugely decreasing our sample size, but we are also increasing chances of a Type I Error by carrying out multiple comparisons. Not ideal!
Modify the current model
We want to use all the data, but account for the data coming from different mountain ranges (let’s put sites on hold for a second to make things simpler).
Add mountain range as a fixed effect to our basic.lm
mountain.lm < lm(testScore ~ bodyLength2 + mountainRange, data = dragons)
summary(mountain.lm)
Now body length is not significant. But let’s think about what we are doing here for a second. The above model is estimating the difference in test scores between the mountain ranges  we can see all of them in the model output returned by summary()
. But we are not interested in that, we just want to know whether body length affects test scores and we want to simply control for the variation coming from mountain ranges.
This is what we refer to as “random factors” and so we arrive at mixed effects models. Tadaa!
Mixed effects models
A Mixed model is a good choice here: it will allow us to use all the data we have (higher sample size) and account for the correlations between data coming from the sites and mountain ranges. We will also estimate fewer parameters and avoid problems with multiple comparisons that we would encounter while using separate regressions.
We are going to work in lme4
, so load the package (or use install.packages
if you don’t have lme4
on your computer)
library(lme4)
Fixed and Random effects
Let’s talk a little about the fixed and random effects first  the literature isn’t clear on the exact definitions of those, so I’m going to give you an “introductory” explanation. See links in the further reading below if you want to know more.
In some cases the same variable could be considered either a random or a fixed effect (and sometimes even both at the same time!), so you have to think not only about your data, but also about the questions you are asking and construct your models accordingly.
In broad terms, fixed effects are variables that we expect will have an effect on the dependent/response variable. In our case, we are interested in making conclusions about how dragon body length impacts the dragon’s test score. So body length is a fixed effect and test score is the dependent variable.
On the other hand, random effects (or random factors  as they will be categorical, you can’t force R to treat a continuous variable as a random effect) are usually grouping factors for which we are trying to control. A lot of the time we are not specifically interested in their impact on the response variable. Additionally, the data for our random effect is just a sample of all the possibilities. Keep in mind that random doesn’t have much to do with mathematical randomness. Yes, it’s confusing. Just think about them as the grouping variables for now.
Strictly speaking it’s all about making our models better  and getting better estimates.
In this particular case, we are looking to control for the effects of mountain range. We haven’t sampled all the mountain ranges in the world (we have eight), so our data are just a sample of all the existing mountain ranges. We are not really interested in the effect of each specific mountain range on the test score  but we know that the test scores from within the ranges might be correlated, so we want to control for that.
If we specifically chose eight particular mountain ranges a priori and we were interested in those ranges and wanted to make predictions about them then mountain range would be fitted as a fixed effect.
NOTE: Generally you want your random effect to have more than five levels. So, for instance, if we wanted to control for the effects of dragon’s sex on intelligence, we would fit sex (a two level factor: male or female) as a fixed, not random, effect.
So the big question is: what are you trying to do? What are you trying to make predictions about? What is just variation (a.k.a “noise”) that you need to control for?
Further reading for the keen:

Is it a fixed or random effect? A useful way to think about fixed vs. random effects is in terms of partitioning the variation and estimating random effects with partial pooling. The description here is the most accessible one I could find for now and you can find more opinions in the comments under the previous link too (search for pooling and shrinkage too if you are very keen).
 Have a look at some of the fixed and random effects definitions gathered by Gelman in this paper (you can also find them here if you can’t access the paper).
Let’s fit our first mixed model
Alright! Still with me? We have a response variable, the test score, and we are attempting to explain part of the variation in test score through fitting body length as a fixed effect. But the response variable has some residual variation (i.e. unexplained variation) associated with mountain ranges. By using random effects we are modeling that unexplained variation through variance.
[Sidenote: If you are confused between variation and variance: variation is a generic word, similar to dispersion or variability; variance is a particular measure of variation, it quantifies the dispersion if you wish.]
Note that our question changes slightly here: while we still want to know whether there is an association between dragon’s body length and the test score, we want to know if that association exists after controlling for the variation in mountain ranges.
We will fit the random effect using (1variableName)
:
mixed.lmer < lmer(testScore ~ bodyLength2 + (1mountainRange), data = dragons)
summary(mixed.lmer)
Once we account for the mountain ranges, it’s obvious that dragon body length doesn’t actually explain the differences in the test scores.
Keep in mind that the random effect of the mountain range is meant to capture all the influences of mountain ranges on dragon test scores  whether we observed those influences explicitly or not, whether those influences are big or small etc. It could be many, many teenytiny influences that, when combined, affect the test scores and that’s what we are hoping to control for.
As always, it’s good practice to have a look at the plots to check our assumptions:
plot(mixed.lmer) # looks alright, no paterns evident
and “qqplot
”:
qqnorm(resid(mixed.lmer))
qqline(resid(mixed.lmer)) # points fall nicely onto the line  good!
Let’s go back to the summary and look at our results again.
summary(mixed.lmer)
We can see the variance for mountainRange = 339.7
. Mountain ranges are clearly important  they explain a lot of variation. How do we know that? We can take the variance for the mountainRange
and divide it by the total variance:
339.7/(339.7 + 223.8) # ~60 %
So the differences between mountain ranges explain ~60% of the variance. Do keep in mind that’s 60% of variance “left over” after the variance explained by our fixed effects.
Types of random effects
Before we go any further let’s review the syntax above and chat about crossed and nested random effects. It’s useful to get those clear in your head.
Reminder: a factor is just any categorical independent variable.
Above we used (1mountainRange)
to fit our random effect  whatever is on the right side of 
operator is a factor and referred to as a “grouping factor” for the term
Random effects (factors) can be crossed or nested  it depends on the relationship between the variables. Let’s have a look.
Crossed random effects
Be careful with the nomenclature. There are “hierarchical linear models” (HLMs) or “multilevel models” out there, but while all HLMs are mixed models, not all mixed models are hierarchical. That’s because you can have crossed (or partially crossed) random factors that do not represent levels in a hierarchy.
Think for instance about our study where you monitor dragons (subject) across different mountain ranges (context) and imagine that we collect multiple observations per dragon (we give it the test multiple times  risking pseudoreplication). Since our dragons can fly it’s easy to imagine that we might observe the same dragon across different mountain ranges, but also that we might not see all the dragons visiting all of the mountain ranges. Therefore, we can potentially observe every dragon in every mountain range (crossed) or at least observe some dragons across some of the mountain ranges (partially crossed). We would then fit the identity of the dragon and mountain range as (partially) crossed random effects.
Nested random effects
If this sounds confusing, not to worry  lme4
handles partially and fully crossed factors well, they don’t have to be hierarchical or “multilevel” by design. However, the same model specification can be used to represent both (partially) crossed or nested factors, so you can’t use the model’s specification to tell you what’s going on with the random factors, you have to look at the structure of the factors in the data. To make things easier for yourself code your data properly and avoid implicit nesting. Not sure what implicit nesting is? Read on.
Implicit vs. explicit nesting
To tackle this, let’s look at another aspect of our study: we collected the data on dragons not only across multiple mountain ranges, but also across several sites within those mountain ranges. If you don’t remember have another look at the data:
head(dragons) # we have site and mountainRange
str(dragons) # we took samples from three sites per mountain range and eight mountain ranges in total
Just like we did with the mountain ranges, we have to assume that data collected within our sites might be correlated and so we should include sites as an additional random effect in our model.
Our site variable is a threelevel factor, with sites called a
, b
and c
. The nesting of the site within the mountain range is implicit  our sites are meaningless without being assigned to specific mountain ranges, i.e. there is nothing linking site b
of the Bavarian
mountain range with site b
of the Central
mountain range. To avoid future confusion we should create a new variable that is explicitly nested. Let’s call it sample
:
dragons < within(dragons, sample < factor(mountainRange:site))
Now it’s obvious that we have 24 samples (8 mountain ranges x 3 sites) and not just 3  our sample
is a 24level factor and we should use that instead of using site
in our models: each site belongs to a specific mountain range.
To sum up: for nested random effects the factor appears ONLY within a particular level of another factor (each site belongs to a specific mountain range and only to that range); for crossed effects a given factor appears in more than one level of another factor (dragons appearing within more than one mountain range). Or you can just remember that if your random effects aren’t nested then they are crossed!
Our second mixed model
Based on the above, using following specification would be wrong:
mixed.WRONG < lmer(testScore ~ bodyLength2 + (1mountainRange) + (1site), data = dragons) # treats the two random effects as if they are crossed
But we can go ahead and fit a new model, one that takes into account both the differences between the mountain ranges as well as the differences between the sites within those mountain ranges, by using our sample
variable.
Our question gets adjusted slightly again: Is there an association between body length and intelligence in dragons after controlling for variation in mountain ranges and sites within mountain ranges?
mixed.lmer2 < lmer(testScore ~ bodyLength2 + (1mountainRange) + (1sample), data = dragons) # the syntax stays the same, but now the nesting is taken into account
summary(mixed.lmer2)
Here, we are trying to account for all the mountainrangelevel and all the sitelevel influences and we are hoping that our random effects have soaked up all these influences, so we can control for them in the model.
For the record you could also use the below syntax, but I’d advise you to set out your variables properly and make sure nesting is stated explicitly within them  that way you don’t have to remember to specify the nesting.
(1mountainRange/site)
or even
(1mountainRange) + (1mountainRange:site)
Let’s plot this again  visualising what’s going on is always helpful. You should be able to see eight mountain ranges with three sites (different colour points) within them, with a line fitted through each site.
ggplot(dragons, aes(x = bodyLength, y = testScore, colour = site)) +
facet_wrap(~mountainRange, nrow=3) +
geom_point() +
theme_classic() +
geom_line(data = cbind(dragons, pred = predict(mixed.lmer2)), aes(y = pred)) +
theme(legend.position = "none")
Well done for getting here! You have now fitted mixed models and you know how to account for crossed random effects too. You saw that failing to account for the correlation in data might lead to misleading results  it seemed that body length affected the test score until we accounted for the variation coming from mountain ranges. We can see now that body length doesn’t influence the test scores  great! We can pick smaller dragons for any future training, smaller ones should be more manageable! ;]
If you are particularly keen the next section gives you a few options when it comes to presenting your model results, and in the last “extra” section you can learn about the model selection conundrum. There is just a little bit more code there to get through if you fancy those.
Presenting your model results
Once you get your model you have to present it in a nicer form.
Tables
For lme4
if you are looking for a table, I’d recommend that you have a look at the stargazer
package.
library(stargazer)
stargazer
is very nicely annotated and there are lots of resources (e.g. this) out there and a great cheat sheet, so I won’t go into too much detail, as I’m confident you will find everything you need.
Here is a quick example  simply plug in your model name, in this case mixed.lmer2
into the stargazer
function. I set type
to "text"
so that you can see the table in your console  I usually tweak the table like this till I’m happy with it and then export it using type = "latex"
, but "html"
might be more useful for you if you are not a LaTeX user.
If you are keen, explore this table a little further  what would you change? What would you get rid off?
stargazer(mixed.lmer2, type = "text",
digits = 3,
star.cutoffs = c(0.05, 0.01, 0.001),
digit.separator = "")
If you are looking for a way to create plots of your results check out dotwhisker
and this tutorial.
Further processing
If you’d like to be able to do more with your model results, for instance process them further, collate model results from multiple models or plot them have a look at the broom
package: this tutorial is a great start.
EXTRA: Pvalues and model selection
Please be very, very careful when it comes to model selection. Focus on your question, don’t just plug in and drop variables from a model haphazardly till you make something “significant”. Always choose variables based on biology/ecology, I might use model selection to check a couple of nonfocal parameters, but I keep the “core” of the model untouched in most cases. Define your goals and questions and focus on that. Also, don’t just put all possible variables in (i.e. don’t overfit)  remember that as a rule of thumb you need 10 times more data than parameters you are trying to estimate.
For more info on overfitting check out this tutorial.
Fixed effects structure
Before we start, again: think twice before trusting model selection!
Most of you are probably going to be predominantly interested in your fixed effects, so let’s start here. lme4
doesn’t spit out pvalues for the parameters by default  this is a conscious choice made by the authors of the package, as there are many problems with pvalues (I’m sure you are aware of the debates!)
You will inevitably look for a way to assess your model though, so here are a few solutions on how to go about hypothesis testing in linear mixed models (LMMs):
From worst to best:
 Wald Ztests
 Wald ttests (but LMMs need to be balanced and nested)
 Likelihood ratio tests (via
anova()
ordrop1()
) MCMC
or parametric bootstrap confidence intervals
(See this link for more information and further reading)
I think that MCMC
and bootstrapping are a bit out of our reach for this workshop, so let’s have a quick go at likelihood ratio tests using anova()
. With large sample sizes pvalues based on the likelihood ratio are generally considered ok. NOTE: With small sample sizes you might want to look into deriving pvalues using the KenwardRoger or Satterthwaite approximations (for REML
models). Check out the pbkrtest
package.
Fit the models, a full model and a reduced model in which we dropped our fixed effect (bodyLength2
):
full.lmer < lmer(testScore ~ bodyLength2 + (1mountainRange) + (1sample),
data = dragons, REML = FALSE)
reduced.lmer < lmer(testScore ~ 1 + (1mountainRange) + (1sample),
data = dragons, REML = FALSE)
Compare them:
anova(reduced.lmer, full.lmer) # the two models are not significantly different
Notice that we have fitted our models with REML = FALSE
.
REML stands for restricted (or “residual”) maximum likelihood and it is the default parameter estimation criterion for linear mixed models. As you probably guessed, ML stands for maximum likelihood  you can set REML = FALSE
in your call to lmer
to use ML estimates. However, ML estimates are known to be bias and with REML being usually less bias, REML estimates of variance components are generally preferred. This is why in our previous models we skipped setting REML
 we just left it as default (i.e. REML = TRUE
).
REML assumes that the fixed effects structure is correct. You should use maximum likelihood when comparing models with different fixed effects, as ML doesn’t rely on the coefficients of the fixed effects  and that’s why we are refitting our full and reduced models above with the addition of REML = FALSE
in the call.
Even though you use ML to compare models you should report parameter estimates from your final “best” REML model, as ML may underestimate variance of the random effects.
NOTE 2: Models can also be compared using the AICc
function from the AICcmodavg
package. The Akaike Information Criterion (AIC) is a measure of model quality. AICc corrects for bias created by small sample size when estimating AIC. Generally, if models are within 2 AICc units of each other they are very similar. Within 5 units they are quite similar, over 10 units difference and you can probably be happy with the model with lower AICc. As with pvalues though, there is no “hard line” that’s always correct.
NOTE 3: There isn’t really an agreed upon way of dealing with the variance from the random effects in mixed models when it comes to assessing significance. Both pvalues and effect sizes have issues, although from what I gather pvalues seem to cause more disagreement than effect sizes, at least in the R community.
Random effects structure
Now you might wonder about selecting your random effects. In general, I’d advise you to think about your experimental design, your system and data collected as well as your questions.
If your random effects are there to deal with pseudoreplication then it doesn’t really matter whether they are “significant” or not  they are part of your design and have to be included. Imagine we tested our dragons multiple times  we then have to fit dragon identity as a random effect.
On the other hand if you are trying to account for other variability that you think might be important it becomes a bit harder. Imagine we measured the mass of our dragons over their lifespans (let’s say 100 years). We might then want to fit year as a random effect to account for any temporal variation  maybe some years were affected by drought, the resources were scarce and so dragon mass was negatively impacted. Year would definitely be a sensible random effect, although strictly speaking not a must.
When it comes to such random effects you can use model selection to help you decide what to keep in. Following Zuur’s advice we use REML
estimators for comparison of models with different random effects (we keep fixed effects constant). (Zuur: “Two models with nested random structures cannot be done with ML because the estimators for the variance terms are biased.” )
NOTE: Do NOT vary random and fixed effects at the same time  either deal with your random effects structure or with your fixed effects structure at any given point.
NOTE 2: Do NOT compare lmer
models with lm
models (or glmer
with glm
).
Entire model selection
A few notes on the process of model selection. There are two ways here: (i) “topdown”, where you start with a complex model and gradually reduce it, and (ii) “step up”, where you start with a simple model and add new variables to it. Unfortunately, you might arrive at different final models by using those strategies and so you need to be careful.
The model selection process recommended by Zuur et al. (2009) is a topdown strategy and goes as follows:
 fit a full model (he even recommends “beyond optimal” i.e. more complex than you’d expect or want it to be)
 sort out the random effects structure (use
REML
likelihoods orREML
AIC or BIC)  sort out fixed effects structure (either use
REML
the Fstatistic or the tstatistic or compare nestedML
models  keep your random effects constant)  once you arrive at the final model present it using
REML
estimation
NOTE: At the risk of sounding like a broken record: I think it’s best to decide on what your model is based on biology/ecology/data structure etc. than through following model selection blindly. Additionally, just because something is nonsignificant doesn’t necessarily mean you should always get rid of it.
THE END
Well done for getting through this! As you probably gather mixed effects models can be a bit tricky and often there isn’t much consensus on the best way to tackle something within them. The coding bit is actually the (relatively) easy part here. Be mindful of what you are doing, prepare the data well and things should be alright.