How to check normality assumption in Mixed-effects models? I'm dealing with longitudinal data, and to take into account the dependence of observations within the cluster, I shall rely on a generalized linear mixed model. I have a continuous response variable, and I'd like to fit a Gaussian mixed model. However, plotting the density of the response (even after a log transformation) does not seem to be normal. It has two local maxima (where the second local is also a global maximum).
Is it appropriate to work with a Gaussian model?
 A: It is unfortunately a common misunderstanding that Linear Mixed-Effects (LME) models, like any classical Linear Model (LM), assume that the response is normally distributed with suitable parameters. The truth is that LM(E) assume that the response is normal with suitable parameters conditionally on the covariates.
Reading David's answer made me recall that there is a subtle but important difference between the residuals of an LM and that of an LME. This difference is due to the presence of random effects. To check the residuals of an LME one thus has to decide first what to do with the random effects. Two alternatives are possible:
(1) marginal residuals
(2) conditional residuals
Since the random effects are mere random variables, we could integrate them from the model and then compute the residuals implied residuals; those compute this way are called marginal residuals.
On the other hand, random effects are also parameters, albeit random ones.  In some contexts, it is of interest also an estimation of the random effects. Thus having an estimate of the random effects, it is possible to consider residuals for the model that are obtained conditionally on these estimates; these are called conditional residuals. For a full account of these issues see Pinheiro and Bates (2004) "Mixed-Effects Models in S and S-PLUS", Springer.
From the point of view of assumption verification (if that's ever useful, see the Side Note), this means that you should never check if the distribution of the response is normal-looking (e.g. by histograms, normality tests, etc.). You should instead look at the distribution of the residuals of that model.
Side Note. Some statisticians would argue that checking the normality of the residuals is not useful at all. You can find many threads on this here on this site, e.g. here
A: There are some issues when incorporating mixed effects, as you have two sources of residual variation, stemming from your level 1 and level 2 effects. It's been a while since I looked into this, but if I recall correctly, there is a debate going on regarding the appropriateness of different types of residuals. I think, Santos Nobre and da Motta Singer (2007) give a good overview over the challenges in modelling as well as show the most commonly used methods.
If you're working in R, I suggest looking into the HLMdiag package. I remember finding it particularly helpful when diagnosing mixed models. For a Bayesian approach, I looked into DHARMa, which might also be worth checking out if it applies to your use case.
A: If you have longitudinal data it might be a better idea to plot the response (y) as lines on the time axis (x). Then you can think about what model to use. You might prefer something different from a Gaussian mixed model, such as a GEE. What's the difference? Here
There are also other approaches that might be useful, but I don't have enough information on your problem to tell more.
