Statistical Modeling & Regression · Mixed & Multilevel Models (GLMM)

Frequentist mixed models: Inference and model selection

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Mathematical statistics and asymptotic theory

Overview

Topics covered

  • Introduction
  • Frequentist Mixed Models: Inference and Selection
  • General Mathematical Formalization of Mixed Models
  • 1.1 Conditional and Marginal Distributions
  • Parameter Estimation: Maximum Likelihood (ML) vs. Restricted Maximum Likelihood (REML)
  • 2.1 ML Log-Likelihood Function

Related concepts

Main connections

  • Maximum likelihood estimation
  • Mixed & multilevel models (GLMM)
  • Variance & standard deviation
  • Linear algebra & matrices
  • Calculus & differentiation
  • Residual analysis & diagnostics

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

Yi=Xiβ+Zibi+ϵi,i=1,…,M
View LaTeX sourceY_i = X_i \beta + Z_i b_i + \epsilon_i, \quad i = 1, \dots, M