{"title":"依赖数据的线性混合效应模型:参数估计的功率和准确性。","authors":"Yue Liu, Kit-Tai Hau, Hongyun Liu","doi":"10.1080/00273171.2024.2350236","DOIUrl":null,"url":null,"abstract":"<p><p>Linear mixed-effects models have been increasingly used to analyze dependent data in psychological research. Despite their many advantages over ANOVA, critical issues in their analyses remain. Due to increasing random effects and model complexity, estimation computation is demanding, and convergence becomes challenging. Applied users need help choosing appropriate methods to estimate random effects. The present Monte Carlo simulation study investigated the impacts when the restricted maximum likelihood (REML) and Bayesian estimation models were misspecified in the estimation. We also compared the performance of Akaike information criterion (AIC) and deviance information criterion (DIC) in model selection. Results showed that models neglecting the existing random effects had inflated Type I errors, unacceptable coverage, and inaccurate <i>R</i>-squared measures of fixed and random effects variation. Furthermore, models with redundant random effects had convergence problems, lower statistical power, and inaccurate <i>R</i>-squared measures for Bayesian estimation. The convergence problem is more severe for REML, while reduced power and inaccurate <i>R</i>-squared measures were more severe for Bayesian estimation. Notably, DIC was better than AIC in identifying the true models (especially for models including person random intercept only), improving convergence rates, and providing more accurate effect size estimates, despite AIC having higher power than DIC with 10 items and the most complicated true model.</p>","PeriodicalId":53155,"journal":{"name":"Multivariate Behavioral Research","volume":" ","pages":"978-994"},"PeriodicalIF":5.3000,"publicationDate":"2024-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Linear Mixed-Effects Models for Dependent Data: Power and Accuracy in Parameter Estimation.\",\"authors\":\"Yue Liu, Kit-Tai Hau, Hongyun Liu\",\"doi\":\"10.1080/00273171.2024.2350236\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p><p>Linear mixed-effects models have been increasingly used to analyze dependent data in psychological research. Despite their many advantages over ANOVA, critical issues in their analyses remain. Due to increasing random effects and model complexity, estimation computation is demanding, and convergence becomes challenging. Applied users need help choosing appropriate methods to estimate random effects. The present Monte Carlo simulation study investigated the impacts when the restricted maximum likelihood (REML) and Bayesian estimation models were misspecified in the estimation. We also compared the performance of Akaike information criterion (AIC) and deviance information criterion (DIC) in model selection. Results showed that models neglecting the existing random effects had inflated Type I errors, unacceptable coverage, and inaccurate <i>R</i>-squared measures of fixed and random effects variation. Furthermore, models with redundant random effects had convergence problems, lower statistical power, and inaccurate <i>R</i>-squared measures for Bayesian estimation. The convergence problem is more severe for REML, while reduced power and inaccurate <i>R</i>-squared measures were more severe for Bayesian estimation. Notably, DIC was better than AIC in identifying the true models (especially for models including person random intercept only), improving convergence rates, and providing more accurate effect size estimates, despite AIC having higher power than DIC with 10 items and the most complicated true model.</p>\",\"PeriodicalId\":53155,\"journal\":{\"name\":\"Multivariate Behavioral Research\",\"volume\":\" \",\"pages\":\"978-994\"},\"PeriodicalIF\":5.3000,\"publicationDate\":\"2024-09-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Multivariate Behavioral Research\",\"FirstCategoryId\":\"102\",\"ListUrlMain\":\"https://doi.org/10.1080/00273171.2024.2350236\",\"RegionNum\":3,\"RegionCategory\":\"心理学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"2024/5/23 0:00:00\",\"PubModel\":\"Epub\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Multivariate Behavioral Research","FirstCategoryId":"102","ListUrlMain":"https://doi.org/10.1080/00273171.2024.2350236","RegionNum":3,"RegionCategory":"心理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"2024/5/23 0:00:00","PubModel":"Epub","JCR":"Q1","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
引用次数: 0
摘要
线性混合效应模型越来越多地被用于分析心理学研究中的因果数据。尽管与方差分析相比,线性混合效应模型有很多优点,但其分析中的关键问题依然存在。由于随机效应和模型复杂性的增加,估计计算的要求很高,收敛性也变得具有挑战性。应用者需要帮助选择适当的方法来估计随机效应。本蒙特卡罗模拟研究调查了估计过程中限制性最大似然法(REML)和贝叶斯估计模型被错误指定时的影响。我们还比较了 Akaike 信息准则(AIC)和偏差信息准则(DIC)在模型选择中的表现。结果表明,忽略现有随机效应的模型会导致 I 类误差增大、覆盖率不可接受、固定效应和随机效应变异的 R 平方测量不准确。此外,具有冗余随机效应的模型存在收敛问题,统计能力较低,贝叶斯估计的 R 平方测量不准确。REML 的收敛问题更为严重,而贝叶斯估计的统计量降低和 R 平方不准确的情况更为严重。值得注意的是,尽管在 10 个项目和最复杂的真实模型中,AIC 比 DIC 具有更高的功率,但 DIC 在识别真实模型(尤其是仅包括人的随机截距的模型)、提高收敛率和提供更准确的效应大小估计方面优于 AIC。
Linear Mixed-Effects Models for Dependent Data: Power and Accuracy in Parameter Estimation.
Linear mixed-effects models have been increasingly used to analyze dependent data in psychological research. Despite their many advantages over ANOVA, critical issues in their analyses remain. Due to increasing random effects and model complexity, estimation computation is demanding, and convergence becomes challenging. Applied users need help choosing appropriate methods to estimate random effects. The present Monte Carlo simulation study investigated the impacts when the restricted maximum likelihood (REML) and Bayesian estimation models were misspecified in the estimation. We also compared the performance of Akaike information criterion (AIC) and deviance information criterion (DIC) in model selection. Results showed that models neglecting the existing random effects had inflated Type I errors, unacceptable coverage, and inaccurate R-squared measures of fixed and random effects variation. Furthermore, models with redundant random effects had convergence problems, lower statistical power, and inaccurate R-squared measures for Bayesian estimation. The convergence problem is more severe for REML, while reduced power and inaccurate R-squared measures were more severe for Bayesian estimation. Notably, DIC was better than AIC in identifying the true models (especially for models including person random intercept only), improving convergence rates, and providing more accurate effect size estimates, despite AIC having higher power than DIC with 10 items and the most complicated true model.
期刊介绍:
Multivariate Behavioral Research (MBR) publishes a variety of substantive, methodological, and theoretical articles in all areas of the social and behavioral sciences. Most MBR articles fall into one of two categories. Substantive articles report on applications of sophisticated multivariate research methods to study topics of substantive interest in personality, health, intelligence, industrial/organizational, and other behavioral science areas. Methodological articles present and/or evaluate new developments in multivariate methods, or address methodological issues in current research. We also encourage submission of integrative articles related to pedagogy involving multivariate research methods, and to historical treatments of interest and relevance to multivariate research methods.