Random effect models with lmer function in R

Random effects are everywhere in survey data. Let's try to do appropriate modelling for them in R!
This note was prepared for Conjoint.ly researchers, but it would be a shame to hide it inside internal documentation. It is very technical. You do not need to know any of this to use the tools. 😊

Understanding random effects models starts with Jared Knowles' article Getting Started with Mixed Effect Models in R. Now, let’s get our hands dirty and generate some random data:

library(lme4)
library(data.table)

N=300

# Assign real coefficients
real_coefficients=list(
    blue=10,
    yellow=-10,
    green=5,
    speed=5,
    intercept=50
)

# Colour is a property of the object
data=data.table(
    colour=sample(c("blue","yellow","green"),N,replace=T),
    speed=runif(N,1,50)
)

# And assigning innate preference for each colour
for(i in names(real_coefficients)){
  data[colour==i,  innate_preference:= real_coefficients[[i]]]
}

# Actual preference is sum of innate preference for colour, innate preference for speed and error
data[,preference:=
  real_coefficients[["intercept"]]+
  innate_preference+
  (real_coefficients[["speed"]]*speed)+
  rnorm(N)
]

# Review what we have
data

Let’s estimate a simple model

summary(lm(preference~colour+speed,data=data))

Compare its coefficients to real_coefficients.

Let’s add random effect: measurement instrument (an intercept)

data$instrument=sample(c(-10,0,10),N,replace=T)

data[, new_preference:=preference+instrument]

# Explore results of model
model=lmer(new_preference~colour+speed + (1 | instrument), data = data)
summary(model)
coef(model)$instrument

Let’s add random effect: speed of measurement instrument (a slope)

data$instrument_speed=sample(c(-10,0,10),N,replace=T)

data[, new_preference:=preference+speed*instrument_speed+rnorm(N)]

# Explore results of model
model=lmer(new_preference~colour+speed + (speed | instrument_speed), data = data)
summary(model)
coef(model)$instrument_speed

That’s the end! Now we understand mixed effect models!


Written on 19 August 2021 by:
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Nik Samoylov
Founder

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