Multilevel model: Difference between revisions

Revision as of 22:23, 10 February 2022

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==Error terms==

Multilevel models have two error terms, which are also known as disturbances. The individual components are all independent, but there are also group components, which are independent between groups but correlated within groups. However, variance components can differ, as some groups are more homogeneous than others.<ref name="Bryk" />

==Bayesian nonlinear mixed-effects model==

[[File:Bayesian research cycle.png|500px|thumb|right|Bayesian research cycle using Bayesian nonlinear mixed effects model: (a) standard research cycle and (b) Bayesian-specific workflow <ref>{{Cite journal |last1=Lee|first1=Se Yoon| title = Bayesian Nonlinear Models for Repeated Measurement Data: An Overview, Implementation, and Applications |journal=Mathematics|year=2022|doi=10.3390/math10060898|doi-access=free}}</ref>.]]

The framework of Bayesian hierarchical modeling is frequently used in diverse applications. Particularly, Bayesian nonlinear mixed-effects models have recently received significant attention. A basic version of the Bayesian nonlinear mixed-effects models is represented as the following three-stage:

'''''Stage 1: Individual-Level Model'''''

<math>{y}_{ij} = f(t_{ij};\theta_{1i},\theta_{2i},\ldots,\theta_{li},\ldots,\theta_{Ki} ) + \epsilon_{ij},\quad \epsilon_{ij} \sim N(0, \sigma^2), \quad i =1,\ldots, N, \, j = 1,\ldots, M_i.</math>

'''''Stage 2: Population Model'''''

<math>\theta_{li}= \alpha_l + \sum_{b=1}^{P}\beta_{lb}x_{ib} + \eta_{li}, \quad \eta_{li} \sim N(0, \omega_l^2), \quad i =1,\ldots, N, \, l=1,\ldots, K.</math>

'''''Stage 3: Prior'''''

<math> \sigma^2 \sim \pi(\sigma^2),\quad \alpha_l \sim \pi(\alpha_l), \quad (\beta_{l1},\ldots,\beta_{lb},\ldots,\beta_{lP}) \sim \pi(\beta_{l1},\ldots,\beta_{lb},\ldots,\beta_{lP}), \quad \omega_l^2 \sim \pi(\omega_l^2), \quad l=1,\ldots, K.</math>

Here, <math>y_{ij}</math> denotes the continuous response of the <math>i</math>-th subject at the time point <math>t_{ij}</math>, and <math>x_{ib}</math> is the <math>b</math>-th covariate of the <math>i</math>-th subject. Parameters involved in the model are written in Greek letters. <math>f(t ; \theta_{1},\ldots,\theta_{K})</math> is a known function parameterized by the <math>K</math>-dimensional vector <math>(\theta_{1},\ldots,\theta_{K})</math>. Typically, <math>f</math> is a `nonlinear' function and describes the temporal trajectory of individuals. In the model, <math>\epsilon_{ij}</math> and <math>\eta_{li}</math> describe within-individual variability and between-individual variability, respectively. If '''''Stage 3: Prior''''' is not considered, then the model reduces to a frequentist nonlinear mixed-effect model.

A central task in the application of the Bayesian nonlinear mixed-effect models is to evaluate the posterior density:

<math>\pi(\{\theta_{li}\}_{i=1,l=1}^{N,K},\sigma^2, \{\alpha_l\}_{l=1}^K, \{\beta_{lb}\}_{l=1,b=1}^{K,P},\{\omega_l\}_{l=1}^K | \{y_{ij}\}_{i=1,j=1}^{N,M_i}) </math>

<math>\propto \pi(\{y_{ij}\}_{i=1,j=1}^{N,M_i}, \{\theta_{li}\}_{i=1,l=1}^{N,K},\sigma^2, \{\alpha_l\}_{l=1}^K, \{\beta_{lb}\}_{l=1,b=1}^{K,P},\{\omega_l\}_{l=1}^K)</math>

<math>= \underbrace{\pi(\{y_{ij}\}_{i=1,j=1}^{N,M_i} |\{\theta_{li}\}_{i=1,l=1}^{N,K},\sigma^2)}_{Stage 1: Individual-Level Model}

\times

\underbrace{\pi(\{\theta_{li}\}_{i=1,l=1}^{N,K}|\{\alpha_l\}_{l=1}^K, \{\beta_{lb}\}_{l=1,b=1}^{K,P},\{\omega_l\}_{l=1}^K)}_{Stage 2: Population Model}

\times

\underbrace{p(\sigma^2, \{\alpha_l\}_{l=1}^K, \{\beta_{lb}\}_{l=1,b=1}^{K,P},\{\omega_l\}_{l=1}^K)}_{Stage 3: Prior}

</math>

The panel on the right displays Bayesian research cycle using Bayesian nonlinear mixed-effects model.<ref>{{Cite journal |last1=Lee|first1=Se Yoon| title = Bayesian Nonlinear Models for Repeated Measurement Data: An Overview, Implementation, and Applications |journal=Mathematics|year=2022|doi=10.3390/math10060898|doi-access=free}}</ref> A research cycle using the Bayesian nonlinear mixed-effects model comprises two steps: (a) standard research cycle and (b) Bayesian-specific workflow. Standard research cycle involves literature review, defining a problem and specifying the research question and hypothesis. Bayesian-specific workflow comprises three sub-steps: (b)–(i) formalizing prior distributions based on background knowledge and prior elicitation; (b)–(ii) determining the likelihood function based on a nonlinear function <math> f </math>; and (b)–(iii) making a posterior inference. The resulting posterior inference can be used to start a new research cycle.

==See also==