Parsimoniously Fitting Large Multivariate Random Effects in glmmTMB

Maeve McGillycuddy et al.

Journal of Statistical Software2025https://doi.org/10.18637/jss.v112.i01article
ABDC A
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0.78

Abstract

Multivariate random effects with unstructured variance-covariance matrices of large dimensions, q, can be a major challenge to estimate. In this paper, we introduce a new implementation of a reduced-rank approach to fit large dimensional multivariate random effects by writing them as a linear combination of d < q latent variables. By adding reduced-rank functionality to the package glmmTMB, we enhance the mixed models available to include random effects of dimensions that were previously not possible. We apply the reduced-rank random effect to two examples, estimating a generalized latent variable model for multivariate abundance data and a random-slopes model.

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https://doi.org/https://doi.org/10.18637/jss.v112.i01

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@article{maeve2025,
  title        = {{Parsimoniously Fitting Large Multivariate Random Effects in glmmTMB}},
  author       = {Maeve McGillycuddy et al.},
  journal      = {Journal of Statistical Software},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.18637/jss.v112.i01},
}

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0.78

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact1.00 × 0.4 = 0.40
M · momentum1.00 × 0.15 = 0.15
V · venue signal0.50 × 0.05 = 0.03
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