Multilevel model: Difference between revisions

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m clean up spacing around commas and other punctuation fixes, replaced: ,K → , K (4), ,M → , M (3), ,P → , P (4), ,Y → , Y, ,b → , b (4), ,j → , j (3), ,l → , l (4), ; → ; (2)
Bayesian nonlinear mixed-effects model: spaced to improve page alignment on some monitors due to the large box next to this section
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'''''Stage 1: Individual-Level Model'''''
 
<math>\begin{align}
<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>
\phantom{spacer} \\
&\epsilon_{ij} \sim N(0, \sigma^2), \\
\phantom{spacer} \\
&i =1,\ldots, N, \, j = 1,\ldots, M_i.
\end{align}</math>
 
'''''Stage 2: Population Model'''''
 
<math>\begin{align}
<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>
\phantom{spacer} \\
&\eta_{li} \sim N(0, \omega_l^2), \\
\phantom{spacer} \\
&i =1,\ldots, N, \, l=1,\ldots, K.
\end{align}</math>
 
'''''Stage 3: Prior'''''
 
<math>\begin{align}
<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>
&\sigma^2 \sim \pi(\sigma^2),\\
\phantom{spacer} \\
&\alpha_l \sim \pi(\alpha_l), \\
\phantom{spacer} \\
<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>
\phantom{spacer} \\
&\omega_l^2 \sim \pi(\omega_l^2), \\
\phantom{spacer} \\
&l=1,\ldots, K.
\end{align}</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.