Mixed model

Summary

A mixed model is a linear model with both fixed effects and random effects. Fixed effects are unknown constants, and random effects are random variables whose covariance is to be estimated. Random effects describe correlated groups of observations that share a source of variation. Examples are repeated measurements on the same person or pupils in the same school. It extends the general linear model, and its covariance parameters are usually estimated by maximum likelihood or restricted maximum likelihood. Mixed models are standard for longitudinal, clustered and hierarchical data.