MarcoThiel/ MMAMixedEffects

Native Gaussian, generalized, and nonlinear mixed-effects models for Wolfram Language

Contributed by: Marco Thiel

MMAMixedEffects extends the fitted-model workflow familiar from LinearModelFit and GeneralizedLinearModelFit to clustered, longitudinal, nested, and crossed data. Models use ordinary Wolfram expressions rather than R-style formulas, and fitted objects expose Wolfram-style properties and prediction by function application. No R, Python, cloud account, server, or API is required for fitting.

Installation Instructions

To install this paclet in your Wolfram Language environment, evaluate this code:
PacletInstall["MarcoThiel/MMAMixedEffects"]


To load the code after installation, evaluate this code:
Needs["MarcoThiel`MMAMixedEffects`"]

Details

New in 1.2.4: the principal longitudinal example now models a treatment-by-time interaction with seeded IID observation errors and patient-level random effects. The release also adds independently checked visit-specific contrasts, Satterthwaite and Kenward-Roger inference checks, random-slope and categorical-visit sensitivity analyses, and expanded regression coverage.
Fit Gaussian linear mixed models by ML or REML, generalized mixed models by Laplace or adaptive Gauss-Hermite quadrature, and nonlinear mixed models from symbolic Wolfram expressions.
Random-effect specifications support correlated or independent random slopes, multiple crossed factors, and explicit nested grouping. Gaussian models additionally support residual correlation structures, heteroscedastic variance functions, weights, offsets, missing-row auditing, and Satterthwaite or Kenward-Roger inference.
The release includes 295 focused Wolfram verification tests plus live reference comparisons with lme4, nlme, glmmTMB, lmerTest, pbkrtest, and statsmodels. External languages are optional validation tools and are never called by a fitting function.
The installed guide and six reference pages document usage syntax, detailed behavior, fitted-model properties, diagnostics, applications, and evaluated examples.

Examples

What's new in version 1.2.4

Version 1.2.4 strengthens the longitudinal workflow with a treatment-by-time example, conditionally IID residual errors, pre-specified visit contrasts, small-sample inference checks, and random-slope and categorical-visit sensitivity analyses. The underlying fitting engines are unchanged; the emphasis of this patch is independently validated examples, regression protection, documentation, and reproducibility.

Basic Examples (1) 

Fit repeated measurements with a patient random intercept using ordinary Wolfram expressions. The synthetic patientData is a smooth deterministic function of time and patient index, so the output is exactly reproducible; the fitted variance components quantify deviation from a linear-in-time model rather than measurement noise:

In[1]:=
patientData = Flatten[Table[
   Table[{N[t], "P" <> ToString[i], 10.` + 0.35` t + 1.2` Sin[i] + 0.15` Cos[t + i]}, {t, 0, 4}], {i,
     1, 8}], 1]; fit = InterpretationBox[FrameBox[TagBox[TooltipBox[PaneBox[GridBox[List[List[GraphicsBox[List[Thickness[0.0025`], List[FaceForm[List[RGBColor[0.9607843137254902`, 0.5058823529411764`, 0.19607843137254902`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3]]], List[List[List[205.`, 22.863691329956055`], List[205.`, 212.31669425964355`], List[246.01799774169922`, 235.99870109558105`], List[369.0710144042969`, 307.0436840057373`], List[369.0710144042969`, 117.59068870544434`], List[205.`, 22.863691329956055`]], List[List[30.928985595703125`, 307.0436840057373`], List[153.98200225830078`, 235.99870109558105`], List[195.`, 212.31669425964355`], List[195.`, 22.863691329956055`], List[30.928985595703125`, 117.59068870544434`], List[30.928985595703125`, 307.0436840057373`]], List[List[200.`, 410.42970085144043`], List[364.0710144042969`, 315.7036876678467`], List[241.01799774169922`, 244.65868949890137`], List[200.`, 220.97669792175293`], List[158.98200225830078`, 244.65868949890137`], List[35.928985595703125`, 315.7036876678467`], List[200.`, 410.42970085144043`]], List[List[376.5710144042969`, 320.03370475769043`], List[202.5`, 420.53370475769043`], List[200.95300006866455`, 421.42667961120605`], List[199.04699993133545`, 421.42667961120605`], List[197.5`, 420.53370475769043`], List[23.428985595703125`, 320.03370475769043`], List[21.882003784179688`, 319.1406993865967`], List[20.928985595703125`, 317.4896984100342`], List[20.928985595703125`, 315.7036876678467`], List[20.928985595703125`, 114.70369529724121`], List[20.928985595703125`, 112.91769218444824`], List[21.882003784179688`, 111.26669120788574`], List[23.428985595703125`, 110.37369346618652`], List[197.5`, 9.87369155883789`], List[198.27300024032593`, 9.426692008972168`], List[199.13700008392334`, 9.203690528869629`], List[200.`, 9.203690528869629`], List[200.86299991607666`, 9.203690528869629`], List[201.72699999809265`, 9.426692008972168`], List[202.5`, 9.87369155883789`], List[376.5710144042969`, 110.37369346618652`], List[378.1179962158203`, 111.26669120788574`], List[379.0710144042969`, 112.91769218444824`], List[379.0710144042969`, 114.70369529724121`], List[379.0710144042969`, 315.7036876678467`], List[379.0710144042969`, 317.4896984100342`], List[378.1179962158203`, 319.1406993865967`], List[376.5710144042969`, 320.03370475769043`]]]]], List[FaceForm[List[RGBColor[0.5529411764705883`, 0.6745098039215687`, 0.8117647058823529`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[44.92900085449219`, 282.59088134765625`], List[181.00001525878906`, 204.0298843383789`], List[181.00001525878906`, 46.90887451171875`], List[44.92900085449219`, 125.46986389160156`], List[44.92900085449219`, 282.59088134765625`]]]]], List[FaceForm[List[RGBColor[0.6627450980392157`, 0.803921568627451`, 0.5686274509803921`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[355.0710144042969`, 282.59088134765625`], List[355.0710144042969`, 125.46986389160156`], List[219.`, 46.90887451171875`], List[219.`, 204.0298843383789`], List[355.0710144042969`, 282.59088134765625`]]]]], List[FaceForm[List[RGBColor[0.6901960784313725`, 0.5882352941176471`, 0.8117647058823529`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[200.`, 394.0606994628906`], List[336.0710144042969`, 315.4997024536133`], List[200.`, 236.93968200683594`], List[63.928985595703125`, 315.4997024536133`], List[200.`, 394.0606994628906`]]]]]], List[Rule[BaselinePosition, Scaled[0.15`]], Rule[ImageSize, 10], Rule[ImageSize, 15]]], StyleBox[RowBox[List["MixedEffectsModelFit", " "]], Rule[ShowAutoStyles, False], Rule[ShowStringCharacters, False], Rule[FontSize, Times[0.9`, Inherited]], Rule[FontColor, GrayLevel[0.1`]]]]], Rule[GridBoxSpacings, List[Rule["Columns", List[List[0.25`]]]]]], Rule[Alignment, List[Left, Baseline]], Rule[BaselinePosition, Baseline], Rule[FrameMargins, List[List[3, 0], List[0, 0]]], Rule[BaseStyle, List[Rule[LineSpacing, List[0, 0]], Rule[LineBreakWithin, False]]]], RowBox[List["PacletSymbol", "[", RowBox[List["\"MarcoThiel/MMAMixedEffects\"", ",", "\"MarcoThiel`MMAMixedEffects`MixedEffectsModelFit\""]], "]"]], Rule[TooltipStyle, List[Rule[ShowAutoStyles, True], Rule[ShowStringCharacters, True]]]], Function[Annotation[Slot[1], Style[Defer[PacletSymbol["MarcoThiel/MMAMixedEffects", "MarcoThiel`MMAMixedEffects`MixedEffectsModelFit"]], Rule[ShowStringCharacters, True]], "Tooltip"]]], Rule[Background, RGBColor[0.968`, 0.976`, 0.984`]], Rule[BaselinePosition, Baseline], Rule[DefaultBaseStyle, List[]], Rule[FrameMargins, List[List[0, 0], List[1, 1]]], Rule[FrameStyle, RGBColor[0.831`, 0.847`, 0.85`]], Rule[RoundingRadius, 4]], PacletSymbol["MarcoThiel/MMAMixedEffects", "MarcoThiel`MMAMixedEffects`MixedEffectsModelFit"], Rule[Selectable, False], Rule[SelectWithContents, True], Rule[BoxID, "PacletSymbolBox"]][
  patientData, {1, time}, {{1}, patient}, {time, patient}, Method -> "REML"]; fit[{"FixedEffects", "ResidualVariance", "Converged"}]
Out[1]=

Nested and crossed designs (2) 

A list of random specifications adds grouping factors; NestedGrouping makes a clinic/patient hierarchy explicit:

In[2]:=
clinicData = Flatten[Table[{N[t], "C" <> ToString[c], "P" <> ToString[c] <> ToString[p], 4.` + 0.3` t + 0.6` Sin[c] + 0.4` Sin[c + 2 p] + 0.1` Cos[t + p]}, {c, 1, 3}, {p, 1, 3}, {t, 0, 3}], 2]; nested = InterpretationBox[FrameBox[TagBox[TooltipBox[PaneBox[GridBox[List[List[GraphicsBox[List[Thickness[0.0025`], List[FaceForm[List[RGBColor[0.9607843137254902`, 0.5058823529411764`, 0.19607843137254902`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3]]], List[List[List[205.`, 22.863691329956055`], List[205.`, 212.31669425964355`], List[246.01799774169922`, 235.99870109558105`], List[369.0710144042969`, 307.0436840057373`], List[369.0710144042969`, 117.59068870544434`], List[205.`, 22.863691329956055`]], List[List[30.928985595703125`, 307.0436840057373`], List[153.98200225830078`, 235.99870109558105`], List[195.`, 212.31669425964355`], List[195.`, 22.863691329956055`], List[30.928985595703125`, 117.59068870544434`], List[30.928985595703125`, 307.0436840057373`]], List[List[200.`, 410.42970085144043`], List[364.0710144042969`, 315.7036876678467`], List[241.01799774169922`, 244.65868949890137`], List[200.`, 220.97669792175293`], List[158.98200225830078`, 244.65868949890137`], List[35.928985595703125`, 315.7036876678467`], List[200.`, 410.42970085144043`]], List[List[376.5710144042969`, 320.03370475769043`], List[202.5`, 420.53370475769043`], List[200.95300006866455`, 421.42667961120605`], List[199.04699993133545`, 421.42667961120605`], List[197.5`, 420.53370475769043`], List[23.428985595703125`, 320.03370475769043`], List[21.882003784179688`, 319.1406993865967`], List[20.928985595703125`, 317.4896984100342`], List[20.928985595703125`, 315.7036876678467`], List[20.928985595703125`, 114.70369529724121`], List[20.928985595703125`, 112.91769218444824`], List[21.882003784179688`, 111.26669120788574`], List[23.428985595703125`, 110.37369346618652`], List[197.5`, 9.87369155883789`], List[198.27300024032593`, 9.426692008972168`], List[199.13700008392334`, 9.203690528869629`], List[200.`, 9.203690528869629`], List[200.86299991607666`, 9.203690528869629`], List[201.72699999809265`, 9.426692008972168`], List[202.5`, 9.87369155883789`], List[376.5710144042969`, 110.37369346618652`], List[378.1179962158203`, 111.26669120788574`], List[379.0710144042969`, 112.91769218444824`], List[379.0710144042969`, 114.70369529724121`], List[379.0710144042969`, 315.7036876678467`], List[379.0710144042969`, 317.4896984100342`], List[378.1179962158203`, 319.1406993865967`], List[376.5710144042969`, 320.03370475769043`]]]]], List[FaceForm[List[RGBColor[0.5529411764705883`, 0.6745098039215687`, 0.8117647058823529`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[44.92900085449219`, 282.59088134765625`], List[181.00001525878906`, 204.0298843383789`], List[181.00001525878906`, 46.90887451171875`], List[44.92900085449219`, 125.46986389160156`], List[44.92900085449219`, 282.59088134765625`]]]]], List[FaceForm[List[RGBColor[0.6627450980392157`, 0.803921568627451`, 0.5686274509803921`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[355.0710144042969`, 282.59088134765625`], List[355.0710144042969`, 125.46986389160156`], List[219.`, 46.90887451171875`], List[219.`, 204.0298843383789`], List[355.0710144042969`, 282.59088134765625`]]]]], List[FaceForm[List[RGBColor[0.6901960784313725`, 0.5882352941176471`, 0.8117647058823529`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[200.`, 394.0606994628906`], List[336.0710144042969`, 315.4997024536133`], List[200.`, 236.93968200683594`], List[63.928985595703125`, 315.4997024536133`], List[200.`, 394.0606994628906`]]]]]], List[Rule[BaselinePosition, Scaled[0.15`]], Rule[ImageSize, 10], Rule[ImageSize, 15]]], StyleBox[RowBox[List["MixedEffectsModelFit", " "]], Rule[ShowAutoStyles, False], Rule[ShowStringCharacters, False], Rule[FontSize, Times[0.9`, Inherited]], Rule[FontColor, GrayLevel[0.1`]]]]], Rule[GridBoxSpacings, List[Rule["Columns", List[List[0.25`]]]]]], Rule[Alignment, List[Left, Baseline]], Rule[BaselinePosition, Baseline], Rule[FrameMargins, List[List[3, 0], List[0, 0]]], Rule[BaseStyle, List[Rule[LineSpacing, List[0, 0]], Rule[LineBreakWithin, False]]]], RowBox[List["PacletSymbol", "[", RowBox[List["\"MarcoThiel/MMAMixedEffects\"", ",", "\"MarcoThiel`MMAMixedEffects`MixedEffectsModelFit\""]], "]"]], Rule[TooltipStyle, List[Rule[ShowAutoStyles, True], Rule[ShowStringCharacters, True]]]], Function[Annotation[Slot[1], Style[Defer[PacletSymbol["MarcoThiel/MMAMixedEffects", "MarcoThiel`MMAMixedEffects`MixedEffectsModelFit"]], Rule[ShowStringCharacters, True]], "Tooltip"]]], Rule[Background, RGBColor[0.968`, 0.976`, 0.984`]], Rule[BaselinePosition, Baseline], Rule[DefaultBaseStyle, List[]], Rule[FrameMargins, List[List[0, 0], List[1, 1]]], Rule[FrameStyle, RGBColor[0.831`, 0.847`, 0.85`]], Rule[RoundingRadius, 4]], PacletSymbol["MarcoThiel/MMAMixedEffects", "MarcoThiel`MMAMixedEffects`MixedEffectsModelFit"], Rule[Selectable, False], Rule[SelectWithContents, True], Rule[BoxID, "PacletSymbolBox"]][
  clinicData, {1, time}, {{{1}, clinic}, {{1}, InterpretationBox[FrameBox[TagBox[TooltipBox[PaneBox[GridBox[List[List[GraphicsBox[List[Thickness[0.0025`], List[FaceForm[List[RGBColor[0.9607843137254902`, 0.5058823529411764`, 0.19607843137254902`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3]]], List[List[List[205.`, 22.863691329956055`], List[205.`, 212.31669425964355`], List[246.01799774169922`, 235.99870109558105`], List[369.0710144042969`, 307.0436840057373`], List[369.0710144042969`, 117.59068870544434`], List[205.`, 22.863691329956055`]], List[List[30.928985595703125`, 307.0436840057373`], List[153.98200225830078`, 235.99870109558105`], List[195.`, 212.31669425964355`], List[195.`, 22.863691329956055`], List[30.928985595703125`, 117.59068870544434`], List[30.928985595703125`, 307.0436840057373`]], List[List[200.`, 410.42970085144043`], List[364.0710144042969`, 315.7036876678467`], List[241.01799774169922`, 244.65868949890137`], List[200.`, 220.97669792175293`], List[158.98200225830078`, 244.65868949890137`], List[35.928985595703125`, 315.7036876678467`], List[200.`, 410.42970085144043`]], List[List[376.5710144042969`, 320.03370475769043`], List[202.5`, 420.53370475769043`], List[200.95300006866455`, 421.42667961120605`], List[199.04699993133545`, 421.42667961120605`], List[197.5`, 420.53370475769043`], List[23.428985595703125`, 320.03370475769043`], List[21.882003784179688`, 319.1406993865967`], List[20.928985595703125`, 317.4896984100342`], List[20.928985595703125`, 315.7036876678467`], List[20.928985595703125`, 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1, 0], List[0, 1, 0]]], List[List[List[44.92900085449219`, 282.59088134765625`], List[181.00001525878906`, 204.0298843383789`], List[181.00001525878906`, 46.90887451171875`], List[44.92900085449219`, 125.46986389160156`], List[44.92900085449219`, 282.59088134765625`]]]]], List[FaceForm[List[RGBColor[0.6627450980392157`, 0.803921568627451`, 0.5686274509803921`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[355.0710144042969`, 282.59088134765625`], List[355.0710144042969`, 125.46986389160156`], List[219.`, 46.90887451171875`], List[219.`, 204.0298843383789`], List[355.0710144042969`, 282.59088134765625`]]]]], List[FaceForm[List[RGBColor[0.6901960784313725`, 0.5882352941176471`, 0.8117647058823529`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[200.`, 394.0606994628906`], List[336.0710144042969`, 315.4997024536133`], List[200.`, 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"MarcoThiel`MMAMixedEffects`NestedGrouping"]], Rule[ShowStringCharacters, True]], "Tooltip"]]], Rule[Background, RGBColor[0.968`, 0.976`, 0.984`]], Rule[BaselinePosition, Baseline], Rule[DefaultBaseStyle, List[]], Rule[FrameMargins, List[List[0, 0], List[1, 1]]], Rule[FrameStyle, RGBColor[0.831`, 0.847`, 0.85`]], Rule[RoundingRadius, 4]], PacletSymbol["MarcoThiel/MMAMixedEffects", "MarcoThiel`MMAMixedEffects`NestedGrouping"], Rule[Selectable, False], Rule[SelectWithContents, True], Rule[BoxID, "PacletSymbolBox"]][clinic, patient]}}, {time, clinic, patient}]; nested["Converged"]
Out[2]=

Crossed subject and item factors use one random specification per grouping variable:

In[3]:=
ratingData = Flatten[Table[{N[x], "S" <> ToString[s], "I" <> ToString[j], 2.` + 0.4` x + 0.7` Sin[s] + 0.5` Cos[j] + 0.1` Sin[x + s + j]}, {s, 1, 4}, {j, 1, 4}, {x, 0, 3}], 2]; crossed = InterpretationBox[FrameBox[TagBox[TooltipBox[PaneBox[GridBox[List[List[GraphicsBox[List[Thickness[0.0025`], List[FaceForm[List[RGBColor[0.9607843137254902`, 0.5058823529411764`, 0.19607843137254902`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3]]], List[List[List[205.`, 22.863691329956055`], List[205.`, 212.31669425964355`], List[246.01799774169922`, 235.99870109558105`], List[369.0710144042969`, 307.0436840057373`], List[369.0710144042969`, 117.59068870544434`], List[205.`, 22.863691329956055`]], List[List[30.928985595703125`, 307.0436840057373`], List[153.98200225830078`, 235.99870109558105`], List[195.`, 212.31669425964355`], List[195.`, 22.863691329956055`], List[30.928985595703125`, 117.59068870544434`], List[30.928985595703125`, 307.0436840057373`]], List[List[200.`, 410.42970085144043`], List[364.0710144042969`, 315.7036876678467`], List[241.01799774169922`, 244.65868949890137`], List[200.`, 220.97669792175293`], List[158.98200225830078`, 244.65868949890137`], List[35.928985595703125`, 315.7036876678467`], List[200.`, 410.42970085144043`]], List[List[376.5710144042969`, 320.03370475769043`], List[202.5`, 420.53370475769043`], List[200.95300006866455`, 421.42667961120605`], List[199.04699993133545`, 421.42667961120605`], List[197.5`, 420.53370475769043`], List[23.428985595703125`, 320.03370475769043`], List[21.882003784179688`, 319.1406993865967`], List[20.928985595703125`, 317.4896984100342`], List[20.928985595703125`, 315.7036876678467`], List[20.928985595703125`, 114.70369529724121`], List[20.928985595703125`, 112.91769218444824`], List[21.882003784179688`, 111.26669120788574`], List[23.428985595703125`, 110.37369346618652`], List[197.5`, 9.87369155883789`], List[198.27300024032593`, 9.426692008972168`], List[199.13700008392334`, 9.203690528869629`], List[200.`, 9.203690528869629`], List[200.86299991607666`, 9.203690528869629`], List[201.72699999809265`, 9.426692008972168`], List[202.5`, 9.87369155883789`], List[376.5710144042969`, 110.37369346618652`], List[378.1179962158203`, 111.26669120788574`], List[379.0710144042969`, 112.91769218444824`], List[379.0710144042969`, 114.70369529724121`], List[379.0710144042969`, 315.7036876678467`], List[379.0710144042969`, 317.4896984100342`], List[378.1179962158203`, 319.1406993865967`], List[376.5710144042969`, 320.03370475769043`]]]]], List[FaceForm[List[RGBColor[0.5529411764705883`, 0.6745098039215687`, 0.8117647058823529`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[44.92900085449219`, 282.59088134765625`], List[181.00001525878906`, 204.0298843383789`], List[181.00001525878906`, 46.90887451171875`], List[44.92900085449219`, 125.46986389160156`], List[44.92900085449219`, 282.59088134765625`]]]]], List[FaceForm[List[RGBColor[0.6627450980392157`, 0.803921568627451`, 0.5686274509803921`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[355.0710144042969`, 282.59088134765625`], List[355.0710144042969`, 125.46986389160156`], List[219.`, 46.90887451171875`], List[219.`, 204.0298843383789`], List[355.0710144042969`, 282.59088134765625`]]]]], List[FaceForm[List[RGBColor[0.6901960784313725`, 0.5882352941176471`, 0.8117647058823529`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[200.`, 394.0606994628906`], List[336.0710144042969`, 315.4997024536133`], List[200.`, 236.93968200683594`], List[63.928985595703125`, 315.4997024536133`], List[200.`, 394.0606994628906`]]]]]], List[Rule[BaselinePosition, Scaled[0.15`]], Rule[ImageSize, 10], Rule[ImageSize, 15]]], StyleBox[RowBox[List["MixedEffectsModelFit", " "]], Rule[ShowAutoStyles, False], Rule[ShowStringCharacters, False], Rule[FontSize, Times[0.9`, Inherited]], Rule[FontColor, GrayLevel[0.1`]]]]], Rule[GridBoxSpacings, List[Rule["Columns", List[List[0.25`]]]]]], Rule[Alignment, List[Left, Baseline]], Rule[BaselinePosition, Baseline], Rule[FrameMargins, List[List[3, 0], List[0, 0]]], Rule[BaseStyle, List[Rule[LineSpacing, List[0, 0]], Rule[LineBreakWithin, False]]]], RowBox[List["PacletSymbol", "[", RowBox[List["\"MarcoThiel/MMAMixedEffects\"", ",", "\"MarcoThiel`MMAMixedEffects`MixedEffectsModelFit\""]], "]"]], Rule[TooltipStyle, List[Rule[ShowAutoStyles, True], Rule[ShowStringCharacters, True]]]], Function[Annotation[Slot[1], Style[Defer[PacletSymbol["MarcoThiel/MMAMixedEffects", "MarcoThiel`MMAMixedEffects`MixedEffectsModelFit"]], Rule[ShowStringCharacters, True]], "Tooltip"]]], Rule[Background, RGBColor[0.968`, 0.976`, 0.984`]], Rule[BaselinePosition, Baseline], Rule[DefaultBaseStyle, List[]], Rule[FrameMargins, List[List[0, 0], List[1, 1]]], Rule[FrameStyle, RGBColor[0.831`, 0.847`, 0.85`]], Rule[RoundingRadius, 4]], PacletSymbol["MarcoThiel/MMAMixedEffects", "MarcoThiel`MMAMixedEffects`MixedEffectsModelFit"], Rule[Selectable, False], Rule[SelectWithContents, True], Rule[BoxID, "PacletSymbolBox"]][
  ratingData, {1, x}, {{{1}, subject}, {{1}, item}}, {x, subject, item}]; crossed["Converged"]
Out[3]=

Generalized and nonlinear models (2) 

Use an explicit response family for events or counts:

In[4]:=
eventData = Flatten[Table[{N[k], "P" <> ToString[g], Boole[Mod[3 k + g, 7] < Round[7.`/(1.` + Exp[1.1` - 0.55` k - 0.12` g])]]}, {g, 1, 6}, {k, 0, 4}], 1]; eventFit = InterpretationBox[FrameBox[TagBox[TooltipBox[PaneBox[GridBox[List[List[GraphicsBox[List[Thickness[0.0025`], List[FaceForm[List[RGBColor[0.9607843137254902`, 0.5058823529411764`, 0.19607843137254902`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3]]], List[List[List[205.`, 22.863691329956055`], List[205.`, 212.31669425964355`], List[246.01799774169922`, 235.99870109558105`], List[369.0710144042969`, 307.0436840057373`], List[369.0710144042969`, 117.59068870544434`], List[205.`, 22.863691329956055`]], List[List[30.928985595703125`, 307.0436840057373`], List[153.98200225830078`, 235.99870109558105`], List[195.`, 212.31669425964355`], List[195.`, 22.863691329956055`], List[30.928985595703125`, 117.59068870544434`], List[30.928985595703125`, 307.0436840057373`]], List[List[200.`, 410.42970085144043`], List[364.0710144042969`, 315.7036876678467`], List[241.01799774169922`, 244.65868949890137`], List[200.`, 220.97669792175293`], List[158.98200225830078`, 244.65868949890137`], List[35.928985595703125`, 315.7036876678467`], List[200.`, 410.42970085144043`]], List[List[376.5710144042969`, 320.03370475769043`], List[202.5`, 420.53370475769043`], List[200.95300006866455`, 421.42667961120605`], List[199.04699993133545`, 421.42667961120605`], List[197.5`, 420.53370475769043`], List[23.428985595703125`, 320.03370475769043`], List[21.882003784179688`, 319.1406993865967`], List[20.928985595703125`, 317.4896984100342`], List[20.928985595703125`, 315.7036876678467`], List[20.928985595703125`, 114.70369529724121`], List[20.928985595703125`, 112.91769218444824`], List[21.882003784179688`, 111.26669120788574`], List[23.428985595703125`, 110.37369346618652`], List[197.5`, 9.87369155883789`], List[198.27300024032593`, 9.426692008972168`], List[199.13700008392334`, 9.203690528869629`], List[200.`, 9.203690528869629`], List[200.86299991607666`, 9.203690528869629`], List[201.72699999809265`, 9.426692008972168`], List[202.5`, 9.87369155883789`], List[376.5710144042969`, 110.37369346618652`], List[378.1179962158203`, 111.26669120788574`], List[379.0710144042969`, 112.91769218444824`], List[379.0710144042969`, 114.70369529724121`], List[379.0710144042969`, 315.7036876678467`], List[379.0710144042969`, 317.4896984100342`], List[378.1179962158203`, 319.1406993865967`], List[376.5710144042969`, 320.03370475769043`]]]]], List[FaceForm[List[RGBColor[0.5529411764705883`, 0.6745098039215687`, 0.8117647058823529`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[44.92900085449219`, 282.59088134765625`], List[181.00001525878906`, 204.0298843383789`], List[181.00001525878906`, 46.90887451171875`], List[44.92900085449219`, 125.46986389160156`], List[44.92900085449219`, 282.59088134765625`]]]]], List[FaceForm[List[RGBColor[0.6627450980392157`, 0.803921568627451`, 0.5686274509803921`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[355.0710144042969`, 282.59088134765625`], List[355.0710144042969`, 125.46986389160156`], List[219.`, 46.90887451171875`], List[219.`, 204.0298843383789`], List[355.0710144042969`, 282.59088134765625`]]]]], List[FaceForm[List[RGBColor[0.6901960784313725`, 0.5882352941176471`, 0.8117647058823529`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[200.`, 394.0606994628906`], List[336.0710144042969`, 315.4997024536133`], List[200.`, 236.93968200683594`], List[63.928985595703125`, 315.4997024536133`], List[200.`, 394.0606994628906`]]]]]], List[Rule[BaselinePosition, Scaled[0.15`]], Rule[ImageSize, 10], Rule[ImageSize, 15]]], StyleBox[RowBox[List["GeneralizedMixedEffectsModelFit", " "]], Rule[ShowAutoStyles, False], Rule[ShowStringCharacters, False], Rule[FontSize, Times[0.9`, Inherited]], Rule[FontColor, GrayLevel[0.1`]]]]], Rule[GridBoxSpacings, List[Rule["Columns", List[List[0.25`]]]]]], Rule[Alignment, List[Left, Baseline]], Rule[BaselinePosition, Baseline], Rule[FrameMargins, List[List[3, 0], List[0, 0]]], Rule[BaseStyle, List[Rule[LineSpacing, List[0, 0]], Rule[LineBreakWithin, False]]]], RowBox[List["PacletSymbol", "[", RowBox[List["\"MarcoThiel/MMAMixedEffects\"", ",", "\"MarcoThiel`MMAMixedEffects`GeneralizedMixedEffectsModelFit\""]], "]"]], Rule[TooltipStyle, List[Rule[ShowAutoStyles, True], Rule[ShowStringCharacters, True]]]], Function[Annotation[Slot[1], Style[Defer[PacletSymbol["MarcoThiel/MMAMixedEffects", "MarcoThiel`MMAMixedEffects`GeneralizedMixedEffectsModelFit"]], Rule[ShowStringCharacters, True]], "Tooltip"]]], Rule[Background, RGBColor[0.968`, 0.976`, 0.984`]], Rule[BaselinePosition, Baseline], Rule[DefaultBaseStyle, List[]], Rule[FrameMargins, List[List[0, 0], List[1, 1]]], Rule[FrameStyle, RGBColor[0.831`, 0.847`, 0.85`]], Rule[RoundingRadius, 4]], PacletSymbol["MarcoThiel/MMAMixedEffects", "MarcoThiel`MMAMixedEffects`GeneralizedMixedEffectsModelFit"], Rule[Selectable, False], Rule[SelectWithContents, True], Rule[BoxID, "PacletSymbolBox"]][
  eventData, {1, treatment}, {{1}, patient}, {treatment, patient}, ExponentialFamily -> "Binomial"]; eventFit["Converged"]
Out[4]=

Or give a symbolic nonlinear mean expression and starting values:

In[5]:=
growthData = Flatten[Table[{N[a], "T" <> ToString[g], (190.` + 6.` g)/(
     1.` + Exp[(700.` - a)/350.`]) + 2.` Cos[g + 0.003` a]}, {g, 1, 4}, {a, {118.`, 484.`, 664.`, 1004.`, 1231.`, 1372.`, 1582.`}}], 1]; growthFit = InterpretationBox[FrameBox[TagBox[TooltipBox[PaneBox[GridBox[List[List[GraphicsBox[List[Thickness[0.0025`], List[FaceForm[List[RGBColor[0.9607843137254902`, 0.5058823529411764`, 0.19607843137254902`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3]]], List[List[List[205.`, 22.863691329956055`], List[205.`, 212.31669425964355`], List[246.01799774169922`, 235.99870109558105`], List[369.0710144042969`, 307.0436840057373`], List[369.0710144042969`, 117.59068870544434`], List[205.`, 22.863691329956055`]], List[List[30.928985595703125`, 307.0436840057373`], List[153.98200225830078`, 235.99870109558105`], List[195.`, 212.31669425964355`], List[195.`, 22.863691329956055`], List[30.928985595703125`, 117.59068870544434`], List[30.928985595703125`, 307.0436840057373`]], List[List[200.`, 410.42970085144043`], List[364.0710144042969`, 315.7036876678467`], List[241.01799774169922`, 244.65868949890137`], List[200.`, 220.97669792175293`], List[158.98200225830078`, 244.65868949890137`], List[35.928985595703125`, 315.7036876678467`], List[200.`, 410.42970085144043`]], List[List[376.5710144042969`, 320.03370475769043`], List[202.5`, 420.53370475769043`], List[200.95300006866455`, 421.42667961120605`], List[199.04699993133545`, 421.42667961120605`], List[197.5`, 420.53370475769043`], List[23.428985595703125`, 320.03370475769043`], List[21.882003784179688`, 319.1406993865967`], List[20.928985595703125`, 317.4896984100342`], List[20.928985595703125`, 315.7036876678467`], List[20.928985595703125`, 114.70369529724121`], List[20.928985595703125`, 112.91769218444824`], List[21.882003784179688`, 111.26669120788574`], List[23.428985595703125`, 110.37369346618652`], List[197.5`, 9.87369155883789`], List[198.27300024032593`, 9.426692008972168`], List[199.13700008392334`, 9.203690528869629`], List[200.`, 9.203690528869629`], List[200.86299991607666`, 9.203690528869629`], List[201.72699999809265`, 9.426692008972168`], List[202.5`, 9.87369155883789`], List[376.5710144042969`, 110.37369346618652`], List[378.1179962158203`, 111.26669120788574`], List[379.0710144042969`, 112.91769218444824`], List[379.0710144042969`, 114.70369529724121`], List[379.0710144042969`, 315.7036876678467`], List[379.0710144042969`, 317.4896984100342`], List[378.1179962158203`, 319.1406993865967`], List[376.5710144042969`, 320.03370475769043`]]]]], List[FaceForm[List[RGBColor[0.5529411764705883`, 0.6745098039215687`, 0.8117647058823529`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[44.92900085449219`, 282.59088134765625`], List[181.00001525878906`, 204.0298843383789`], List[181.00001525878906`, 46.90887451171875`], List[44.92900085449219`, 125.46986389160156`], List[44.92900085449219`, 282.59088134765625`]]]]], List[FaceForm[List[RGBColor[0.6627450980392157`, 0.803921568627451`, 0.5686274509803921`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[355.0710144042969`, 282.59088134765625`], List[355.0710144042969`, 125.46986389160156`], List[219.`, 46.90887451171875`], List[219.`, 204.0298843383789`], List[355.0710144042969`, 282.59088134765625`]]]]], List[FaceForm[List[RGBColor[0.6901960784313725`, 0.5882352941176471`, 0.8117647058823529`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[200.`, 394.0606994628906`], List[336.0710144042969`, 315.4997024536133`], List[200.`, 236.93968200683594`], List[63.928985595703125`, 315.4997024536133`], List[200.`, 394.0606994628906`]]]]]], List[Rule[BaselinePosition, Scaled[0.15`]], Rule[ImageSize, 10], Rule[ImageSize, 15]]], StyleBox[RowBox[List["NonlinearMixedEffectsModelFit", " "]], Rule[ShowAutoStyles, False], Rule[ShowStringCharacters, False], Rule[FontSize, Times[0.9`, Inherited]], Rule[FontColor, GrayLevel[0.1`]]]]], Rule[GridBoxSpacings, List[Rule["Columns", List[List[0.25`]]]]]], Rule[Alignment, List[Left, Baseline]], Rule[BaselinePosition, Baseline], Rule[FrameMargins, List[List[3, 0], List[0, 0]]], Rule[BaseStyle, List[Rule[LineSpacing, List[0, 0]], Rule[LineBreakWithin, False]]]], RowBox[List["PacletSymbol", "[", RowBox[List["\"MarcoThiel/MMAMixedEffects\"", ",", "\"MarcoThiel`MMAMixedEffects`NonlinearMixedEffectsModelFit\""]], "]"]], Rule[TooltipStyle, List[Rule[ShowAutoStyles, True], Rule[ShowStringCharacters, True]]]], Function[Annotation[Slot[1], Style[Defer[PacletSymbol["MarcoThiel/MMAMixedEffects", "MarcoThiel`MMAMixedEffects`NonlinearMixedEffectsModelFit"]], Rule[ShowStringCharacters, True]], "Tooltip"]]], Rule[Background, RGBColor[0.968`, 0.976`, 0.984`]], Rule[BaselinePosition, Baseline], Rule[DefaultBaseStyle, List[]], Rule[FrameMargins, List[List[0, 0], List[1, 1]]], Rule[FrameStyle, RGBColor[0.831`, 0.847`, 0.85`]], Rule[RoundingRadius, 4]], PacletSymbol["MarcoThiel/MMAMixedEffects", "MarcoThiel`MMAMixedEffects`NonlinearMixedEffectsModelFit"], Rule[Selectable, False], Rule[SelectWithContents, True], Rule[BoxID, "PacletSymbolBox"]][growthData,
   asym/(1 + Exp[(xmid - age)/scal]), {asym -> 200.`, xmid -> 725.`, scal -> 350.`}, {{asym}, tree}, {age, tree}]; growthFit["Converged"]
Out[5]=

Small-sample inference (1) 

Satterthwaite degrees of freedom for the repeated-measures model:

In[6]:=
patientData = Flatten[Table[
   Table[{N[t], "P" <> ToString[i], 10.` + 0.35` t + 1.2` Sin[i] + 0.15` Cos[t + i]}, {t, 0, 4}], {i,
     1, 8}], 1]; satFit = InterpretationBox[FrameBox[TagBox[TooltipBox[PaneBox[GridBox[List[List[GraphicsBox[List[Thickness[0.0025`], List[FaceForm[List[RGBColor[0.9607843137254902`, 0.5058823529411764`, 0.19607843137254902`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3]]], List[List[List[205.`, 22.863691329956055`], List[205.`, 212.31669425964355`], List[246.01799774169922`, 235.99870109558105`], List[369.0710144042969`, 307.0436840057373`], List[369.0710144042969`, 117.59068870544434`], List[205.`, 22.863691329956055`]], 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236.93968200683594`], List[63.928985595703125`, 315.4997024536133`], List[200.`, 394.0606994628906`]]]]]], List[Rule[BaselinePosition, Scaled[0.15`]], Rule[ImageSize, 10], Rule[ImageSize, 15]]], StyleBox[RowBox[List["MixedEffectsModelFit", " "]], Rule[ShowAutoStyles, False], Rule[ShowStringCharacters, False], Rule[FontSize, Times[0.9`, Inherited]], Rule[FontColor, GrayLevel[0.1`]]]]], Rule[GridBoxSpacings, List[Rule["Columns", List[List[0.25`]]]]]], Rule[Alignment, List[Left, Baseline]], Rule[BaselinePosition, Baseline], Rule[FrameMargins, List[List[3, 0], List[0, 0]]], Rule[BaseStyle, List[Rule[LineSpacing, List[0, 0]], Rule[LineBreakWithin, False]]]], RowBox[List["PacletSymbol", "[", RowBox[List["\"MarcoThiel/MMAMixedEffects\"", ",", "\"MarcoThiel`MMAMixedEffects`MixedEffectsModelFit\""]], "]"]], Rule[TooltipStyle, List[Rule[ShowAutoStyles, True], Rule[ShowStringCharacters, True]]]], Function[Annotation[Slot[1], Style[Defer[PacletSymbol["MarcoThiel/MMAMixedEffects", "MarcoThiel`MMAMixedEffects`MixedEffectsModelFit"]], Rule[ShowStringCharacters, True]], "Tooltip"]]], Rule[Background, RGBColor[0.968`, 0.976`, 0.984`]], Rule[BaselinePosition, Baseline], Rule[DefaultBaseStyle, List[]], Rule[FrameMargins, List[List[0, 0], List[1, 1]]], Rule[FrameStyle, RGBColor[0.831`, 0.847`, 0.85`]], Rule[RoundingRadius, 4]], PacletSymbol["MarcoThiel/MMAMixedEffects", "MarcoThiel`MMAMixedEffects`MixedEffectsModelFit"], Rule[Selectable, False], Rule[SelectWithContents, True], Rule[BoxID, "PacletSymbolBox"]][
  patientData, {1, time}, {{1}, patient}, {time, patient}, Method -> "REML", DegreesOfFreedomMethod -> "Satterthwaite"]; KeyTake[
 SelectFirst[
  satFit["ParameterTableEntries"], #Parameter === "time" &], {"Estimate", "StandardError", "DegreesOfFreedom", "Statistic"}]
Out[6]=

Inspect fit["ConvergenceReport"], fit["SingularFit"], fit["Warnings"], the grouping levels, residual structure, and prediction target before interpreting a result.

Publisher

Marco Thiel

Compatibility

Wolfram Language Version 13.0

Version History

  • 1.2.4 – 07 August 2026
  • 1.2.2 – 05 August 2026
  • 1.2.1 – 05 August 2026

License Information

MIT License

Paclet Source