9.1 Nonlinear Mixed Models

A general form of a nonlinear mixed model is:

Y_{ij} = f(\mathbf{x}_{ij}, \boldsymbol{\theta}, \boldsymbol{\alpha}_i) + \epsilon_{ij}

for the j-th response from the i-th cluster (or subject), where:

  • i = 1, \ldots, n (number of clusters/subjects),
  • j = 1, \ldots, n_i (number of observations per cluster),
  • \boldsymbol{\theta} represents the fixed effects,
  • \boldsymbol{\alpha}_i are the random effects for cluster i,
  • \mathbf{x}_{ij} are the regressors or design variables,
  • f(\cdot) is a nonlinear mean response function,
  • \epsilon_{ij} represents the residual error, often assumed to be normally distributed with mean 0.

NLMMs are particularly useful when the relationship between predictors and the response cannot be adequately captured by a linear model.