• Allow for diagonal blocks of L to be stored in RectangularFullPacked (RFP) format, which saves roughly half the storage required for the block. This can increase the time required for updateL!, primarily in the rankUpdate! step, resulting in a time vs. memory tradeoff. The size threshold for RFP storage is a new optional argument RFPthreshold, which defaults to 1000.
• The RFP format stores a triangular matrix in two pieces: a trapezoidal part of roughly 3/4 of the elements, where linear indexing can be used for the updates, and a transposed triangular part with more complicated getindex and setindex! methods.
• A new Boolean optional argument, sortlevels, which defaults to true, allows for sorting the levels of the any grouping factors with RFP storage of their diagonal blocks. This is a heuristic to have more updates occur in the trapezoid part of the RFP block. It is not guaranteed to be optimal but it works well in examples we have tried. #821

MixedModels v5.7.1 Release Notes

• Compat bump for MixedModelsDatasets. Note that some data values have changed in their least significant digits, which can change statistics computed from these. Additionally, MixedModelsDatasets now lazily downloads individual datasets instead of downloading all available datasets as a single bundle. #904

MixedModels v5.7.0 Release Notes

• fitted and predict have been reworked to allocate less and avoid some unnecessary computation. #887

MixedModels v5.6.0 Release Notes

• Several previously hardcoded parameters related to PIRLS are now exposed and can be set by modifying optsum.#893

MixedModels v5.5.2 Release Notes

• Import log2π directly from IrrationalConstants instead of via the StatsFuns re-export chain. IrrationalConstants is now a direct dependency, but it was already an indirect dependency of the package. #898
• Replace the remaining chisqccdf and normccdf calls with the equivalent ccdf(Chisq(…), …) and ccdf(Normal(), …) from Distributions, and drop StatsFuns as a direct dependency. StatsFuns remains in the indirect dependency graph via StatsModels and Distributions. #899

MixedModels v5.5.1 Release Notes

• Fixed a bug in testing the nesting of fixed effects. #891
• Fixed an edge case in predict with rank deficient models. #892

MixedModels v5.5.0 Release Notes

• The construction of LinearMixedModel has changed so that the storage of the full-rank fixed-effects model matrix is shared between feterm and Xymat. The function modelmatrix still returns the entire model matrix (including redundant columns), but now constructs it dynamically instead of returning a reference into internal storage. The precise storage details of FeTerm have changed. #889

MixedModels v5.4.0 Release Notes

• Change isnested(x, y) for MixedModels to return true if x has no fixed-effects parameters #886

MixedModels v5.3.1 Release Notes

• varest and dispersion(::LinearMixedModel, true) previously incorrectly returned the estimated standard deviation instead of the variance for models with a fixed sigma parameter. #885

MixedModels v5.3.0 Release Notes

• Implement sparseL as a specialization of sparsemat. Replace _coord utility with _findnz which, in most cases, falls through to SparseArrays.findnz. #880

MixedModels v5.2.2 Release Notes

• Small update to show methods to accommodate coming changes in Julia Markdown stdlib. #876

MixedModels v5.2.1 Release Notes

• Use three-argument method for show for CoefTables. #875

MixedModels v5.2.0 Release Notes

• The use of the wts keyword argument has been deprecated in favor of the keyword argument weights, in line with the deprecation in GLM.jl v1.9.1. The usage (and subsequent interpretation) remains otherwise unchanged. #873

MixedModels v5.1.0 Release Notes

• Nesting checks for the likelihoodratio test have been slightly tweaked to be more robust, at the cost of being slightly slower. In particular, the comparison of models with pre-centered variables with those with variables centered via StandardizedPredictors.jl was previously incorrectly rejected as non-nested, but should be correctly accepted as nested now. Additionally, some further logging messages are emitted when a nesting check fails. #867

MixedModels v5.0.4 Release Notes

• Small update in some code related to displaying dispersion parameters in cases where inference has failed. #865

MixedModels v5.0.3 Release Notes

• lowerbd(::MixedModel) returns the canonical lower bounds of a model's parameters, i.e. the expected bounds after rectification in unconstrained optimization. #864

MixedModels v5.0.2 Release Notes

• The default display and confint methods for bootstrap results from models without dispersion parameters has been fixed. #861

MixedModels v5.0.1 Release Notes

• Fixes a method error with Grouping() contrasts when used with recent CategoricalArray releases. #860

MixedModels v5.0.0 Release Notes

• Optimization is now performed without constraints. In a post-fitting step, the Cholesky factor is canonicalized to have non-negative diagonal elements. #840
• The default optimizer has changed to NLopt's implementation of NEWUOA where possible. NLopt's implementation fails on 1-dimensional problems, so in the case of a single, scalar random effect, BOBYQA is used instead. In the future, the default optimizer backend will likely change to PRIMA and NLopt support will be moved to an extension. Blocking this change in backend is an issue with PRIMA.jl when running in VSCode's built-in REPL on Linux. #840
• [BREAKING] Support for constrained optimization has been completely removed, i.e. the field lowerbd has been removed from OptSummary. #849
• [BREAKING] The deprecated use_threads kwarg has been dropped from parametricbootstrap. It had been a no-op since v4.10.0. #841
• [BREAKING] The deprecated hide_progress kwarg has been dropped from parametricbootstrap. It had been replaced by progress since v4.22.0. #841
• [BREAKING] A fitlog is always kept -- the deprecated keyword argument thin has been removed as has the fitlog keyword argument. #850
• The fitlog is now stored as Tables.jl-compatible column table. #850
• Internal code around the default optimizer has been restructured. In particular, the NLopt backend has been moved to a submodule, which will make it easier to move it to an extension if we promote another backend to the default. #853
• Internal code around optimization in profiling has been restructuring so that fitting done during calls to profile respect the backend and optimizer settings. #853
• The prfit! convenience function has been removed. #853
• The dataset and datasets functions have been removed. They are now housed in MixedModelsDatasets.#854
• The local implementation of fulldummy and the nesting syntax has been removed and a dependency on RegressionFormulae.jl for their implementation has been added. #855
• One argument predict(::GeneralizedLinearMixedModel), i.e. prediction on the original data, now supports the type keyword argument. #856
• isnested(A::ReMat, B::ReMat) is now a method of StatsModels.isnested.#858
• [BREAKING ]likelihoodratiotest has been reworked to be a thin wrapper around StatsModels.lrtest. The historical difference in behavior in terms of nesting checks created some confusion. Users advanced enough to create models with non-obvious nesting are assumed to be advanced enough to manually compute the likelihood ratio test. The function likelihoodratiotest and associated LikelihoodRatioTest type (now with a type parameter for number of models) has been kept to enable printing of test results with model formulae. Most users should not notice a difference in behavior, but the display has been slightly changed and the internal field structure has changed.#858
• Failures to fit a spline in profiling now generates a more helpful error message. #857

MixedModels v4.38.0 Release Notes

• Experimental support for evaluating FiniteDiff.finite_difference_gradient and FiniteDiff.finite_difference_hessian of the objective of a fitted LinearMixedModel`. #842

MixedModels v4.37.0 Release Notes

• Experimental support for evaluating ForwardDiff.gradient and ForwardDiff.hessian of the objective of a fitted LinearMixedModel. #841

MixedModels v4.36.0 Release Notes

• Automatic application of grouping contrasts now works for RandomEffectsTerms constructed programmatically, e.g. with (term(1) | term(:g)). #836

MixedModels v4.35.2 Release Notes

• Update to the show(::IO, ::MIME, x) methods for consistent ordering across Julia versions of variance components without associated fixed effects. This may result in change of ordering on existing Julia versions, but ordering will now match the ordering in the default REPL display (and reflect the model internal ordering), #829

MixedModels v4.35.1 Release Notes

• The final parameter vector optsum.final is now reset in calls to unfit!. This has the secondary effect of correctly starting the fit for prfit! at the initial parameter vector instead of the final parameter vector of any previous optimization. #828

MixedModels v4.35.0 Release Notes

• StatsAPI.cooksdistance(::LinearMixedModel) is now defined and exported. #825

MixedModels v4.34.1 Release Notes

• Allow v0.19.0 of BSplineKit.jl to avoid warnings in beta and nightly versions of julia. #823

MixedModels v4.34.0 Release Notes

• BlockedSparse is now immutable. #815

MixedModels v4.33.0 Release Notes

• LikelihoodRatioTest now extends StatsAPI.HypothesisTest and provides a method for StatsAPI.pvalue. #814

MixedModels v4.32.0 Release Notes

• Added lmm and glmm as convenience wrappers for fit(LinearMixedModel, ...) and fit(GeneralizedLinearMixedModel, ...) respectively #810

MixedModels v4.31.0 Release Notes

• Added aliases settheta! and profilesigma for the functions setθ! and profileσ respectively

MixedModels v4.30.0 Release Notes

• Refactor calls to backend optimizer to make it easier to add and use different optimization backends. The structure of OptSummary has been accordingly expanded and prfit! has been updated to use this new structure. #802
• Make the thin argument to fit! a no-op. It complicated several bits of logic without having any real performance benefit in the majority of cases. This argument has been replaced with a fitlog::Bool=false that determines whether a log is kept.#802

MixedModels v4.29.1 Release Notes

• Populate optsum in prfit! call. #801

MixedModels v4.29.0 Release Notes

• Testbed for experimental support for using PRIMA as an optimization backend introduced via the experimental prfit! function. #799
• Julia compat bound raised to current 1.10, i.e. current LTS. #799

MixedModels v4.28.0 Release Notes

• GeneralizedLinearMixedModel now attempts to fall back to very constrained variance values when the default initial values result in a non positive semidefinite covariance matrix. #792

MixedModels v4.27.1 Release Notes

• profile now includes a finally block to restore the original model even if an error occurs before profiling is complete #795

MixedModels v4.27.0 Release Notes

• saveoptsum and restoreoptsum! now support GeneralizedLinearMixedModels #791
• unfit!(::GeneralizedLinearMixedModel) (called internally by refit!) now does a better job of fully resetting the model state #791

MixedModels v4.26.1 Release Notes

• lower and upper edges of profile confidence intervals for REML-fitted models are no longer flipped #785

MixedModels v4.26.0 Release Notes

• issingular now accepts comparison tolerances through the keyword arguments atol and rtol. #783

MixedModels v4.25.4 Release Notes

• Added additional precompilation for rePCA. #749

MixedModels v4.25.3 Release Notes

• Fix a bug in the handling of rank deficiency in the simulate[!] code. This has important correctness implications for bootstrapping models with rank-deficient fixed effects (as can happen in the case of partial crossing of the fixed effects / missing cells). #778

MixedModels v4.25.2 Release Notes

• Use public keyword so that users don't see unnecessary docstring warnings on 1.11+. #776
• Fix accidental export of dataset and datasets and make them public instead. #776

MixedModels v4.25.1 Release Notes

• Use more sophisticated checks on property names in restoreoptsum to allow for optsums saved by pre-v4.25 versions to be used with this version and later. #775

MixedModels v4.25 Release Notes

• Add type notations in pwrss(::LinearMixedModel) and logdet(::LinearMixedModel) to enhance type inference. #773
• Take advantage of type parameter for StatsAPI.weights(::LinearMixedModel{T}). #772
• Fix use of kwargs in fit!((::LinearMixedModel): #772
  • user-specified σ is actually used, defaulting to existing value
  • REML defaults to model's already specified REML value.
• Clean up code of keyword convenience constructor for OptSummary. #772
• Refactor thresholding parameters for forcing near-zero parameter values into OptSummary. #772

MixedModels v4.24.1 Release Notes

• Re-export accidentally dropped export lrtest. #769

MixedModels v4.24.0 Release Notes

• Properties for GeneralizedLinearMixedModel now default to delegation to the internal weighted LinearMixedModel when that property is not explicitly handled by GeneralizedLinearMixedModel. Previously, properties were delegated on an explicit basis, which meant that they had to be added manually as use cases were discovered. The downside to the new approach is that it is now possible to access properties whose definition in the LMM case doesn't match the GLMM definition when the GLMM definition hasn't been explicitly been implemented. #767

MixedModels v4.23.1 Release Notes

• Fix for simulate! when only the estimable coefficients for a rank-deficient model are provided. #756
• Improve handling of rank deficiency in GLMM. #756
• Fix display of GLMM bootstrap without a dispersion parameter. #756

MixedModels v4.23.0 Release Notes

• Support for rank deficiency in the parametric bootstrap. #755

MixedModels v4.22.5 Release Notes

• Use muladd where possible to enable fused multiply-add (FMA) on architectures with hardware support. FMA will generally improve computational speed and gives more accurate rounding. #740
• Replace broadcasted lambda with explicit loop and use one. This may result in a small performance improvement. #738

MixedModels v4.22.4 Release Notes

• Switch to explicit imports from all included packages (i.e. replace using Foo by using Foo: Foo, bar, baz) #748
• Reset parameter values before a deepcopy in a test (doesn't change test result) #744

MixedModels v4.22.3 Release Notes

• Comment out calls to @debug #733
• Update package versions in compat and change Aqua.test_all argument name #733

MixedModels v4.22.0 Release Notes

• Support for equal-tail confidence intervals for MixedModelBootstrap. #715
• Basic show methods for MixedModelBootstrap and MixedModelProfile. #715
• The hide_progress keyword argument to parametricbootstrap is now deprecated. Users should instead use progress (which is consistent with e.g. fit). #717

MixedModels v4.21.0 Release Notes

• Auto apply Grouping() to grouping variables that don't already have an explicit contrast. #652

MixedModels v4.20.0 Release Notes

• The .tbl property of a MixedModelBootstrap now includes the correlation parameters for lower triangular elements of the λ field. #702

MixedModels v4.19.0 Release Notes

• New method StatsAPI.coefnames(::ReMat) returns the coefficient names associated with each grouping factor. #709

MixedModels v4.18.0 Release Notes

• More user-friendly error messages when a formula contains variables not in the data. #707

MixedModels v4.17.0 Release Notes

• EXPERIMENTAL New kwarg amalgamate can be used to disable amalgation of random effects terms sharing a single grouping variable. Generally, amalgamate=false will result in a slower fit, but may improve convergence in some pathological cases. Note that this feature is experimental and changes to it are not considered breakings. #673
• More informative error messages when passing a Distribution or Link type instead of the desired instance. #698
• More informative error message on the intentional decision not to define methods for the coefficient of determination. #698
• EXPERIMENTAL Return finitial when PIRLS drifts into a portion of the parameter space that yields a (numerically) invalid covariance matrix. This recovery strategy may be removed in a future release. #616

MixedModels v4.16.0 Release Notes

• Support for check tolerances in deserialization. #703

MixedModels v4.15.0 Release Notes

• Support for different optimization criteria during the bootstrap. #694
• Support for combining bootstrap results with vcat. #694
• Support for saving and restoring bootstrap replicates with savereplicates and restorereplicates. #694

MixedModels v4.14.0 Release Notes

• New function profile for computing likelihood profiles for LinearMixedModel. The resultant MixedModelProfile can be then be used for computing confidence intervals with confint. Note that this API is still somewhat experimental and as such the internal storage details of MixedModelProfile may change in a future release without being considered breaking. #639
• A confint(::LinearMixedModel) method has been defined that returns Wald confidence intervals based on the z-statistic, i.e. treating the denominator degrees of freedom as infinite. #639

MixedModels v4.13.0 Release Notes

• raneftables returns a NamedTuple where the names are the grouping factor names and the values are some Tables.jl-compatible type. This type has been changed to a Table from TypedTables.jl. #682

MixedModels v4.12.1 Release Notes

• Precompilation is now handled with PrecompileTools instead of SnoopPrecompile. #681
• An unnecessary explicit Vararg in an internal method has been removed. This removal eliminates a compiler warning about the deprecated Vararg pattern. #680

MixedModels v4.12.0 Release Notes

• The pirated method Base.:/(a::AbstractTerm, b::AbstractTerm) is no longer defined. This does not impact the use of / as a nesting term in @formula within MixedModels, only the programmatic runtime construction of formula, e.g. term(:a) / term(:b). If you require Base.:/, then RegressionFormulae.jl provides this method. (Avoiding method redefinition when using RegressionFormulae.jl is the motivating reason for this change.) #677

MixedModels v4.11.0 Release Notes

• raneftables returns a NamedTuple where the names are the grouping factor names and the values are some Tables.jl-compatible type. Currently this type is a DictTable from TypedTables.jl. #634

MixedModels v4.10.0 Release Notes

• Rank deficiency in prediction is now supported, both when the original model was fit to rank-deficient data and when the new data are rank deficient. The behavior is consistent but may be surprising when both old and new data are rank deficient. See the predict docstring for an example. #676
• Multithreading in parametricbootstrap with use_threads is now deprecated and a noop. With improvements in BLAS threading, multithreading at the Julia level did not help performance and sometimes hurt it. #674

MixedModels v4.9.0 Release Notes

• Support StatsModels 0.7, drop support for StatsModels 0.6. #664
• Revise code in benchmarks to work with recent Julia and PkgBenchmark.jl #667
• Julia minimum compat version raised to 1.8 because of BSplineKit #665

MixedModels v4.8.2 Release Notes

• Use SnoopPrecompile for better precompilation performance. This can dramatically increase TTFX, especially on Julia 1.9. #663

MixedModels v4.8.1 Release Notes

• Don't fit a GLM internally during construction of GLMM when the fixed effects are empty (better compatibility with dropcollinear kwarg in newer GLM.jl) #657

MixedModels v4.8.0 Release Notes

• Allow predicting from a single observation, as long as Grouping() is used for the grouping variables. The simplified implementation of Grouping() also removes several now unnecessary StatsModels methods that should not have been called directly by the user. #653

MixedModels v4.7.3 Release Notes

• More informative error message for formulae lacking random effects #651

MixedModels v4.7.2 Release Notes

• Replace separate calls to copyto! and scaleinflate! in updateL! with copyscaleinflate! #648

MixedModels v4.7.1 Release Notes

• Avoid repeating initial objective evaluation in fit! method for LinearMixedModel
• Ensure that the number of function evaluations from NLopt corresponds to length(m.optsum.fitlog) when isone(thin)`. #637

MixedModels v4.7.0 Release Notes

• Relax type restriction for filename in saveoptsum and restoreoptsum!. Users can now pass any type with an appropriate open method, e.g. <:AbstractPath. #628

MixedModels v4.6.5 Release Notes

• Attempt recovery when the initial parameter values lead to an invalid covariance matrix by rescaling #615
• Return finitial when the optimizer drifts into a portion of the parameter space that yields a (numerically) invalid covariance matrix #615

MixedModels v4.6.4 Release Notes

• Support transformed responses in predict #614
• Simplify printing of BLAS configuration in tests. #597

MixedModels v4.6.3 Release Notes

• Add precompile statements to speed up first LinearMixedModel and Bernoulli GeneralizedLinearModel fit #608

MixedModels v4.6.2 Release Notes

• Efficiency improvements in predict, both in memory and computation #604
• Changed the explanation of predict's keyword argument new_re_levels in a way that is clearer about the behavior when there are multiple grouping variables. #603
• Fix the default behavior of new_re_levels=:missing to match the docstring. Previously, the default was :population, in disagreement with the docstring. #603

MixedModels v4.6.1 Release Notes

• Loosen type restriction on shortestcovint(::MixedModelBootstrap) to shortestcovint(::MixedModelFitCollection). #598

MixedModels v4.6.0 Release Notes

• Experimental support for initializing GeneralizedLinearMixedModel fits from a linear mixed model instead of a marginal (non-mixed) generalized linear model. #588

MixedModels v4.5.0 Release Notes

• Allow constructing a GeneralizedLinearMixedModel with constant response, but don't update the L matrix nor initialize its deviance. This allows for the model to still be used for simulation where the response will be changed before fitting. #578
• Catch PosDefException during the first optimization step and throw a more informative ArgumentError if the response is constant. #578

MixedModels v4.4.1 Release Notes

• Fix type parameterization in MixedModelsBootstrap to support models with a mixture of correlation structures (i.e. zerocorr in some but not all RE terms) #577

MixedModels v4.4.0 Release Notes

• Add a constructor for the abstract type MixedModel that delegates to LinearMixedModel or GeneralizedLinearMixedModel. #572
• Compat for Arrow.jl 2.0 #573

MixedModels v4.3.0 Release Notes

• Add support for storing bootstrap results with lower precision #566
• Improved support for zerocorr models in the bootstrap #570

MixedModels v4.2.0 Release Notes

• Add support for zerocorr models to the bootstrap #561
• Add a Base.length(::MixedModelsFitCollection) method #561

MixedModels v4.1.0 Release Notes

• Add support for specifying a fixed value of σ, the residual standard deviation, in LinearMixedModel. fit takes a keyword-argument σ. fit! does not expose σ, but σ can be changed after model construction by setting optsum.sigma. #551
• Add support for logging the non-linear optimizer's steps via a thin keyword-argument for fit and fit!. The default behavior is 'maximal' thinning, such that only the initial and final values are stored. OptSummary has a new field fitlog that contains the aforementioned log as a vector of tuples of parameter and objective values.#552
• Faster version of leverage for LinearMixedModel allowing for experimentation using the sum of the leverage values as an empirical degrees of freedom for the model. #553, see also #535
• Optimized version of condVar with an additional method for extracting only the conditional variances associated with a single grouping factor. #545

MixedModels v4.0.0 Release Notes

• Drop dependency on BlockArrays and use a Vector of matrices to represent the lower triangle in packed, row-major order. The non-exported function block can be used for finding the corresponding Vector index of a block. #456
• simulate! now marks the modified model as being unfitted.
• Deprecated and unused named argument removed from ranef #469
• Introduce an abstract type for collections of fits MixedModelFitCollection, and make MixedModelBootstrap a subtype of it. Accordingly, rename the bstr field to fits. #465
• The response (dependent variable) is now stored internally as part of the the renamed FeMat field, now called Xymat #464
• Replace internal statscholesky and statsqr functions for determining the rank of X by statsrank. #479
• Artifacts are now loaded lazily: the test data loaded via dataset is downloaded on first use #486
• ReMat and PCA now support covariance factors (λ) that are LowerTriangular or Diagonal. This representation is both more memory efficient and enables additional computational optimizations for particular covariance structures.#489
• GeneralizedLinearMixedModel now includes the response distribution as one of its type parameters. This will allow dispatching on the model family and may allow additional specialization in the future.#490
• saveoptsum and restoreoptsum! provide for saving and restoring the optsum field of a LinearMixedModel as a JSON file, allowing for recreating a model fit that may take a long time for parameter optimization. #506
• Verbose output now uses ProgressMeter, which gives useful information about the timing of each iteration and does not flood stdio. The verbose argument has been renamed progress and the default changed to true. #539
• Support for Julia < 1.6 has been dropped. #539
• New simulate, simulate! and predict methods for simulating and predicting responses to new data. #427

Run-time formula syntax

• It is now possible to construct RandomEffectsTerms at run-time from Terms (methods for Base.|(::AbstractTerm, ::AbstractTerm) added) #470
• RandomEffectsTerms can have left- and right-hand side terms that are "non-concrete", and apply_schema(::RandomEffectsTerm, ...) works more like other StatsModels.jl AbstractTerms #470
• Methods for Base./(::AbstractTerm, ::AbstractTerm) are added, allowing nesting syntax to be used with Terms at run-time as well #470

MixedModels v3.9.0 Release Notes

• Add support for StatsModels.formula #536
• Internal method allequal renamed to isconstant #537

MixedModels v3.8.0 Release Notes

• Add support for NLopt maxtime option to OptSummary #524

MixedModels v3.7.1 Release Notes

• Add support for condVar for models with a BlockedSparse structure #523

MixedModels v3.7.0 Release Notes

• Add condVar and condVartables for computing the conditional variance on the random effects #492
• Bugfix: store the correct lower bound for GLMM bootstrap, when the original model was fit with fast=false #518

MixedModels v3.6.0 Release Notes

• Add likelihoodratiotest method for comparing non-mixed (generalized) linear models to (generalized) linear mixed models #508.

MixedModels v3.5.2 Release Notes

• Explicitly deprecate vestigial named kwarg in ranef in favor of raneftables #507.

MixedModels v3.5.1 Release Notes

• Fix MIME show methods for models with random-effects not corresponding to a fixed effect #501.

MixedModels v3.5.0 Release Notes

• The Progressbar for parametricbootstrap and replicate is not displayed when in a non-interactive (i.e. logging) context. The progressbar can also be manually disabled with hide_progress=true.#495
• Threading in parametricbootstrap now uses a SpinLock instead of a ReentrantLock. This improves performance, but care should be taken when nesting spin locks. #493
• Single-threaded use of paramatricbootstrap now works when nested within a larger multi-threaded context (e.g. Threads.@threads for). (Multi-threaded parametricbootstrap worked and continues to work within a nested threading context.) #493

MixedModels v3.4.1 Release Notes

• The value of a named offset argument to GeneralizedLinearMixedModel, which previously was ignored #453, is now handled properly. #482

MixedModels v3.4.0 Release Notes

• shortestcovint method for MixedModelsBootstrap #484

MixedModels v3.3.0 Release Notes

• HTML and LaTeX show methods for MixedModel, BlockDescription, LikelihoodRatioTest, OptSummary and VarCorr. Note that the interface for these is not yet completely stable. In particular, rounding behavior may change. #480

MixedModels v3.2.0 Release Notes

• Markdown show methods for MixedModel, BlockDescription, LikelihoodRatioTest, OptSummary and VarCorr. Note that the interface for these is not yet completely stable. In particular, rounding behavior may change. White-space padding within Markdown may also change, although this should not impact rendering of the Markdown into HTML or LaTeX. The Markdown presentation of a MixedModel is much more compact than the REPL summary. If the REPL-style presentation is desired, then this can be assembled from the Markdown output from VarCorr and coeftable #474.

MixedModels v3.1.4 Release Notes

• [experimental] Additional convenience constructors for LinearMixedModel #449

MixedModels v3.1.3 Release Notes

• Compatibility updates
• rankUpdate! method for UniformBlockDiagonal by Dense #447

MixedModels v3.1.2 Release Notes

• Compatibility updates
• rankUpdate! method for Diagonal by Dense #446
• use eager (install-time) downloading of TestData artifact to avoid compatibility issues with LazyArtifacts in Julia 1.6 #444

MixedModels v3.1.1 Release Notes

• Compatibility updates
• Better loglikelihood(::GeneralizedLinearMixedModel) which will work for models with dispersion parameters #419. Note that fitting such models is still problematic.

MixedModels v3.1 Release Notes

• simulate! and thus parametricbootstrap methods for GeneralizedLinearMixedModel #418.
• Documented inconsistent behavior in sdest and varest GeneralizedLinearMixedModel #418.

MixedModels v3.0.2 Release Notes

• Compatibility updates
• Minor updates for formatting in various show method for VarCorr.

MixedModels v3.0 Release Notes

New formula features

• Nested grouping factors can be written using the / notation, as in @formula(strength ~ 1 + (1|batch/cask)) as a model for the pastes dataset.
• The zerocorr function converts a vector-valued random effects term from correlated random effects to uncorrelated. (See the constructors section of the docs.)
• The fulldummy function can be applied to a factor to obtain a redundant encoding of a categorical factor as a complete set of indicators plus an intercept. This is only practical on the left-hand side of a random-effects term. (See the constructors section of the docs.)
• Grouping() can be used as a contrast for a categorical array in the contrasts dictionary. Doing so bypasses creation of contrast matrix, which, when the number of levels is large, may cause memory overflow. As the name implies, this is used for grouping factors. #339

Rank deficiency

• Checks for rank deficiency in the model matrix for the fixed-effects parameters have been improved.
• The distinction between coef, which always returns a full set of coefficients in the original order, and fixef, which returns possibly permuted and non-redundant coefficients, has been made consistent across models.

Parametric bootstrap

• The parametricbootstrap function and the struct it produces have been extensively reworked for speed and convenience. See the bootstrap section of the docs.

Principal components

• The PCA property for MixedModel types provides principal components from the correlation of the random-effects distribution (as opposed to the covariance)
• Factor loadings are included in the print method for the PCA struct.

ReMat and FeMat types

• An AbstractReMat type has now been introduced to support #380 work on constrained random-effects structures and random-effects structures appropriate for applications in GLM-based deconvolution as used in fMRI and EEG (see e.g. unfold.jl.)
• Similarly, a constructor for FeMat{::SparseMatrixCSC,S} has been introduced #309. Currently, this constructor assumes a full-rank matrix, but the work on rank deficiency may be extended to this constructor as well.
• Analogous to AbstractReMat, an AbstractReTerm <: AbstractTerm type has been introduced #395. Terms created with zerocorr are of type ZeroCorr <: AbstractReTerm.

Availability of test data sets

• Several data sets from the literature were previously saved in .rda format in the test directory and read using the RData package. These are now available in an Artifact in the Arrow format #382.
• Call MixedModels.datasets() to get a listing of the names of available datasets
• To load, e.g. the dyestuff data, use MixedModels.dataset(:dyestuff)
• Data sets are loaded using Arrow.Table which returns a column table. Wrap the call in DataFrame if you prefer a DataFrame.
• Data sets are cached and multiple calls to MixedModels.dataset() for the same data set have very low overhead after the first call.

Replacement capabilities

• describeblocks has been dropped in favor of the BlockDescription type
• The named argument to ranef has been dropped in favor of raneftables

Package dependencies

• Several package dependencies have been dropped, including BlockDiagonals, NamedArrays #390, Printf and Showoff
• Dependencies on Arrow #382, DataAPI #384, and PooledArrays have been added.