# Accounting for both within subjects and between subjects mixed model

I have an experiment where I have several subjects that I am analyzing a response for (call this RESPONSE). I am interested in the overall effect of temperature on RESPONSE. RESPONSE is measured once daily for each subject over the course of several weeks. Each subject also belongs to one of two levels of a factor (call this FACTOR). I want to know if the relationship between temperature and RESPONSE differs by factor.

This is longitudinal data measuring a response repeatedly through time on each individual subject. Therefore, I analyze this with a mixed model using lmer in lme4. The model specification looks like this…

Model <- lmer(RESPONSE ~ Temperature + FACTOR + doy + TemperatureFACTOR + FACTORdoy + (1 + doy | subject), data = dat, REML=TRUE)

In this model, doy is the day of the year to account for the fact that the effect is likely to vary through time due to processes occurring within the subject environment. I am interested in the overall effect of temperature on the response. The way this model is set up, I believe it is looking at temperature within each subject only. The image above shows the relationship between temperature and response for one level of FACTOR. You can see that the overall relationship is positive, and a linear regression indicates a highly significant relationship. However, if you look within subjects (graph is color coded by subject, total of four subjects), the relationship is actually slightly negative. It is this slightly negative relationship that the model picks up on, reporting a negative coefficient for this level of FACTOR. I do understand these are not independent observations, so a linear regression is not appropriate. However, it still seems like this should be an overall positive relationship. Is there any way to specify the model so that it accounts for both the within subjects effect of temperature and the between subjects effect of temperature?

• Could you write your model in math format, instead of a statement of some computer language, because the math model is independent from special language and every one can can understand it. – user158565 Apr 28 '17 at 13:45
• Bear with me statistician, as I am not a statistician. Here is my attempt at math format. – Stephen 123 Apr 28 '17 at 22:30
• Ysi = β0 + S0s + (β1 + S1s)Xi + β2Xi + β3Xi + β1*β2Xi + β2*β3Xi + esi s = subject Sns = random effect ~ N(0, variance-covariance matrix) β0 = intercept β1 = day of year β2 = factor β3 = temperature esi = errors ~ N(0, σ2) – Stephen 123 Apr 28 '17 at 22:37

$Y_{si} = \beta_0 + S_{0s} + (β_{1} + S_{1s})X_{1si} + β_{2}X_{2si} + β_{3}X_{3si} + β_{4}X_{1si}X_{2si} + β_{5}X_{2si}X_{3si} + \epsilon_{si}$ where $s = 1,..., S$, indicates the subject, $i=1,..I_s$ indicates the measurement, $X_{1si}$ is day of year, $X_{2si}$ is factor and $X_{3si}$ = temperature, $\epsilon_{si} ~ N(0, σ^2)$ and $(S_{0s} S_{1s})'= N\left((0,0)', \left(\matrix{\sigma_1^2& \sigma_{12}\\ \sigma_{12}&\sigma_2^2}\right)\right)$. $\beta_0,...\beta_5$ are fixed effects.

For $X_{1si}$, it is 1 for Jan 1, xxxx, and 365 (or 366) for Dec 31, xxxx? If it is true, maybe periodic function is needed, or need to drop it, because the difference between means of $Y{si}$ at Jan 1, 2016 and Dec 31, 2015 is $365\beta_1$ and it may be not true.

I think your random slope should be on $X_{3si}$, instead of on $X_{1si}$ Maybe you can fit a model like this $Y_{si} = \beta_0 + S_{0s} + β_{1}X_{1si} + β_{2}X_{2si} + (β_{3}+S_{3s})X_{3si} + β_{4}X_{1si}X_{2si} + β_{5}X_{2si}X_{3si} + \epsilon_{si}$

Obviously, it is an exploratory analysis. You need to find the model that fit the data. My experience is fit several fixed effect models (linear models) with temperature alone and with other covariates, even the interactions. If you cannot find any model as you expect, maybe your theory is incorrect. If you find what you want, try to add the random effects in the model, such that the final model will be more reasonable.

In mixed model (in matrix),

$Y = X\beta + Z\gamma + \epsilon$, where $\gamma ~ N(0, G)$ and $\epsilon ~ N(0,R)$. For a given $X$, the variance-covariance of $Y$ is

$Var(Y) = ZGZ'+R$

Generally, we are not interesting in the random effect, instead we want to estimate the fixed effect $\beta$. The purpose of including random effect in the model is to make sure the model is more suitable to the real situation when the correlation exists among the response variable. If $Z$ has many columns with complicated structure, it is difficult to figure out what $ZGZ'$ looks like. It means you do not know what model you are fitting. Theoretically, you can have many continue variables in $Z$, but in practice, it is difficult to explain when you have two or more continue variables in $Z$.

Another method is get rid of random effect, and specify the variance-covariance matrix directly though $R$. When the variance-covariance structure is clear, this method is better than random effect.

In your case, if you think that temperature has effect on the correlation, for example, the two measurements from the same subject have higher correlation if the the temperatures are close, you can specify the $R$ though difference of the temperature, such as $\rho^{|t_i-t_j|}$.

• Statistician, thanks for your input and thoughts. I did fit a model that had a random slope on both X3 and X1, as well as X2 only, and the AIC was substantially higher for these models. The references I am using suggest that the ideal random effects structure using REML should be the one to go with. Do you disagree with this? – Stephen 123 May 1 '17 at 11:42
• Sorry, that should read 'as well as X3 only'. – Stephen 123 May 1 '17 at 12:40
• Random effects are used to modeling the correlation due to the repeated measurements. Another method to incorporate the correlation is specify the correlation structure of $\epsilon$. My suggestion is: drop all random effects, and specify the correlation by AR(1) through $\epsilon$. That means the correlation is higher if two measurements are close on time, and lower if two measurements are separated by long time. – user158565 May 1 '17 at 18:06
• Interesting suggestion. My concern is that that would ignore subject specific correlations that are not due to time. For example, in the image above you can see that the blue and green subjects clearly have a different intercept, as the response generally seems slightly higher in the green subject. The AR(1) approach would miss this, would it not? – Stephen 123 May 2 '17 at 12:06
• @Stephen123 I added something by edit Answer, because it is longer than Comment permitted. – user158565 May 2 '17 at 23:47