A new REML (parameter expanded) EM algorithm for linear mixed models

Repeated-Measures Analysis in the Context of Heteroscedastic Error Terms with Factors Having Both Fixed and Random Levels

The design and analysis of experiments which involve factors each consisting of both fixed and random levels fit into linear mixed models. The assumed linear mixed-model design matrix takes either a full-rank or less-than-full-rank form. The complexity of the data structures of such experiments falls in the model-selection and parameter-estimation process. The fundamental consideration in the estimation process of linear models is the special case in which elements of the error vector are assumed equal and uncorrelated. However, different assumptions on the structure of the variance–covariance matrix of error vector in the estimation of parameters of a linear mixed model may be considered. We conceptualise a repeated-measures design with multiple between-subjects factors, in which each of these factors has both fixed and random levels. We focus on the construction of linear mixed-effects models, the estimation of variance components, and hypothesis testing in which the default covariance structure of homoscedastic error terms is not appropriate. We illustrate the proposed approach using longitudinal data fitted to a three-factor linear mixed-effects model. The novelty of this approach lies in the exploration of the fixed and random levels of the same factor and in the subsequent interaction effects of the fixed levels. In addition, we assess the differences between levels of the same factor and determine the proportion of the total variation accounted for by the random levels of the same factor.