Abstract
The best way to understand a linear mixed model , or mixed linear model in some earlier literature, is to first recall a linear regression model. The latter can be expressed as y = Xβ + 𝜖, where y is a vector of observations, X is a matrix of known covariates, β is a vector of unknown regression coefficients, and 𝜖 is a vector of (unobservable random) errors. In this model, the regression coefficients are considered as fixed, unknown constants. However, there are cases in which it makes sense to assume that some of these coefficients are random.
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Jiang, J., Nguyen, T. (2021). Linear Mixed Models: Part I. In: Linear and Generalized Linear Mixed Models and Their Applications. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-0716-1282-8_1
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