Introduction to hierarchical models

Murray Logan

15 September 2024

Linear models

Linear models

Figure 1

How maximise power?

Linear models

Figure 2

How maximize power?

  • increase replication
  • add covariates (account for conditions)
  • block (control conditions)

Hierarchical models

Figure 3

How do we increase power - without more sites (replicates)?

Hierarchical models

Figure 4

Subreplicates - yet these are not independent

Nested design

Hierarchical models

Figure 5

How do we increase power?…

Hierarchical models

Figure 6

Block treatments together - yet these are not independent

Randomized complete design

Hierarchical models

Figure 7

Linear modelling assumptions

  • Normality
  • Homogeneity of Variance
  • Linearity
  • Independence
Figure 8

Non-independence

  • one response is triggered by another
  • temporal/spatial autocorrelation
  • nested (hierarchical) design structures
Figure 9

Hierarchical models

  • linear model with separate covariance structure per block
  • fixed and random factors (effects)

Example

         y        x  block
1 281.1091 18.58561 Block1
2 295.6535 26.04867 Block1
3 328.3234 40.09974 Block1
4 360.1672 63.57455 Block1
5 276.7050 14.11774 Block1
6 348.9709 62.88728 Block1

Example

Example

Simple linear regression

\[ y \sim{} x \]

NO!

Example

Simple ANCOVA

\[ y \sim{} x + block\\ y \sim{} x * block \]

Example

  • Looks good, but for INDEPENDENCE
  • Can we deal with that with correlation structure?

\[ \text{Variance-covariance per Block:} \mathbf{V} = \begin{pmatrix} \sigma^2&\rho&\cdots&\rho\\ \rho&\sigma^2&\cdots&\vdots\\ \vdots&\cdots&\sigma^2&\vdots\\ \rho&\cdots&\cdots&\sigma^2\\ \end{pmatrix} \]

Example

Hierarchical model

\[ y \sim{} x + (1|block)\\ y \sim{} x + (x|block) \]