Nonlinear mixed-effects model

Nonlinear mixed-effects models constitute a class of statistical models generalizing linear mixed-effects models. Like linear mixed-effects models, they are particularly useful in settings where there are multiple measurements within the same statistical units or when there are dependencies between measurements on related statistical units. Nonlinear mixed-effects models are applied in many fields including medicine, public health, pharmacology, and ecology. While any statistical model containing both fixed effects and random effects is an example of a nonlinear mixed-effects model, the most commonly used models are members of the class of nonlinear mixed-effects models for repeated measures where is the number of groups/subjects, is the number of observations for the th group/subject, is a real-valued differentiable function of a group-specific parameter vector and a covariate vector , is modeled as a linear mixed-effects model where is a vector of fixed effects and is a vector of random effects associated with group , and is a random variable describing additive noise. When the model is only nonlinear in fixed effects and the random effects are Gaussian, maximum-likelihood estimation can be done using nonlinear least squares methods, although asymptotic properties of estimators and test statistics may differ from the conventional general linear model. In the more general setting, there exist several methods for doing maximum-likelihood estimation or maximum a posteriori estimation in certain classes of nonlinear mixed-effects models – typically under the assumption of normally distributed random variables. A popular approach is the Lindstrom-Bates algorithm which relies on iteratively optimizing a nonlinear problem, locally linearizing the model around this optimum and then employing conventional methods from linear mixed-effects models to do maximum likelihood estimation. Stochastic approximation of the expectation-maximization algorithm gives an alternative approach for doing maximum-likelihood estimation.