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The sommer package was developed to provide R users with a powerful and reliable multivariate mixed model solver for different genetic and non-genetic analyses in diploid and polyploid organisms. This package allows the user to estimate variance components for a mixed model with the advantages of specifying the variance-covariance structure of the random effects, specifying heterogeneous variances, and obtaining other parameters such as BLUPs, BLUEs, residuals, fitted values, variances for fixed and random effects, etc. The core algorithms of the package are coded in C++ using the Armadillo library to optimize dense matrix operations common in the derect-inversion algorithms. Although the vignette shows examples using the mmes function with the default direct inversion algorithm (henderson=FALSE) the Henderson’s approach can be faster when the number of records surpasses the number of coefficients to estimate and setting the henderson argument to TRUE can bring significant speed ups.

The purpose of this vignette is to show how to translate the syntax formula from lme4 models to sommer models. Feel free to remove the comment marks from the lme4 code so you can compare the results.

  1. Random slopes with same intercept
  2. Random slopes and random intercepts (without correlation)
  3. Random slopes and random intercepts (with correlation)
  4. Random slopes with a different intercept
  5. Other models not available in lme4

1) Random slopes

This is the simplest model people use when a random effect is desired and the levels of the random effect are considered to have the same intercept.

# install.packages("lme4")
# library(lme4)
library(sommer)
## Loading required package: Matrix
## Loading required package: MASS
## Loading required package: crayon
## Loading required package: enhancer
data(DT_sleepstudy, package="enhancer")
DT <- DT_sleepstudy
###########
## lme4
###########
# fm1 <- lmer(Reaction ~ Days + (1 | Subject), data=DT)
# summary(fm1) # or vc <- VarCorr(fm1); print(vc,comp=c("Variance"))
# Random effects:
#  Groups   Name        Variance Std.Dev.
#  Subject  (Intercept) 1378.2   37.12   
#  Residual              960.5   30.99   
# Number of obs: 180, groups:  Subject, 18
###########
## sommer
###########
fm2 <- mmes(Reaction ~ Days,
            random= ~ Subject, 
            data=DT, tolParInv = 1e-6, verbose = FALSE)
## Solver selected: ldlt
summary(fm2)$varcomp
##                term parameter  estimate StdError   Zratio
## 1 vsm(ism(Subject))    sigma2 1377.9628 505.6592 2.725082
## 2   vsm(ism(units))    sigma2  960.4982 107.0553 8.971985

2) Random slopes and random intercepts (without correlation)

This is the a model where you assume that the random effect has different intercepts based on the levels of another variable. In addition the || in lme4 assumes that slopes and intercepts have no correlation.

###########
## lme4
###########
# fm1 <- lmer(Reaction ~ Days + (Days || Subject), data=DT)
# summary(fm1) # or vc <- VarCorr(fm1); print(vc,comp=c("Variance"))
# Random effects:
#  Groups    Name        Variance Std.Dev.
#  Subject   (Intercept) 627.57   25.051  
#  Subject.1 Days         35.86    5.988  
#  Residual              653.58   25.565  
# Number of obs: 180, groups:  Subject, 18
###########
## sommer
###########
fm2 <- mmes(Reaction ~ Days,
            random= ~ Subject + vsm(ism(Days), ism(Subject)), 
            data=DT, tolParInv = 1e-6, verbose = FALSE)
## Solver selected: ldlt
summary(fm2)$varcomp
##                           term parameter  estimate  StdError   Zratio
## 1            vsm(ism(Subject))    sigma2 627.55262 283.63263 2.212554
## 2 vsm(ism(Days), ism(Subject))    sigma2  35.85476  14.52757 2.468050
## 3              vsm(ism(units))    sigma2 653.58363  76.65735 8.526040

Notice that Days is a numerical (not factor) variable.

3) Random slopes and random intercepts (with correlation)

This is the a model where you assume that the random effect has different intercepts based on the levels of another variable. In addition a single | in lme4 assumes that slopes and intercepts have a correlation to be estimated.

###########
## lme4
###########
# fm1 <- lmer(Reaction ~ Days + (Days | Subject), data=DT)
# summary(fm1) # or # vc <- VarCorr(fm1); print(vc,comp=c("Variance"))
# Random effects:
#  Groups   Name        Variance Std.Dev. Corr
#  Subject  (Intercept) 612.10   24.741       
#           Days         35.07    5.922   0.07
#  Residual             654.94   25.592       
# Number of obs: 180, groups:  Subject, 18
###########
## sommer
###########
fm2 <- mmes(Reaction ~ Days, # henderson=TRUE,
            random= ~ vsm(usm(cbind(1,Days)), ism(Subject)) , 
            nIters = 200, data=DT, tolParInv = 1e-6, verbose = FALSE)
## Solver selected: ldlt
summary(fm2)$varcomp
##                                     term         parameter   estimate  StdError
## 1 vsm(usm(cbind(1, Days)), ism(Subject))        variance[] 610.776208 288.11618
## 2 vsm(usm(cbind(1, Days)), ism(Subject)) covariance[Days,]   9.640222  46.64122
## 3 vsm(usm(cbind(1, Days)), ism(Subject))    variance[Days]  35.093150  14.79332
## 4                        vsm(ism(units))            sigma2 654.975406  77.19162
##      Zratio
## 1 2.1198956
## 2 0.2066889
## 3 2.3722301
## 4 8.4850587
cov2cor(fm2$theta[[1]])
##            [,1]       [,2]
## [1,] 1.00000000 0.06584682
## [2,] 0.06584682 1.00000000

Notice that this last model require a new function called covm() which creates the two random effects as before but now they have to be encapsulated in covm() instead of just added.

4) Random slopes with a different intercept

This is the a model where you assume that the random effect has different intercepts based on the levels of another variable but there’s not a main effect. The 0 in the intercept in lme4 assumes that random slopes interact with an intercept but without a main effect.

###########
## lme4
###########
# fm1 <- lmer(Reaction ~ Days + (0 + Days | Subject), data=DT)
# summary(fm1) # or vc <- VarCorr(fm1); print(vc,comp=c("Variance"))
# Random effects:
#  Groups   Name Variance Std.Dev.
#  Subject  Days  52.71    7.26   
#  Residual      842.03   29.02   
# Number of obs: 180, groups:  Subject, 18
###########
## sommer
###########
fm2 <- mmes(Reaction ~ Days,
            random= ~ vsm(ism(Days), ism(Subject)), 
            data=DT, tolParInv = 1e-6, verbose = FALSE)
## Solver selected: ldlt
summary(fm2)$varcomp
##                           term parameter  estimate StdError   Zratio
## 1 vsm(ism(Days), ism(Subject))    sigma2  52.70874 19.09541 2.760284
## 2              vsm(ism(units))    sigma2 842.09182 93.85935 8.971848

4) Other models available in sommer but not in lme4

One of the strengths of sommer is the availability of other variance covariance structures. In this section we show 4 models available in sommer that are not available in lme4 and might be useful.

library(orthopolynom)
## diagonal model
fm2 <- mmes(Reaction ~ Days,
            random= ~ vsm(dsm(Daysf), ism(Subject)), 
            data=DT, tolParInv = 1e-6, verbose = FALSE)
## Solver selected: ldlt
summary(fm2)$varcomp
##                             term   parameter  estimate   StdError    Zratio
## 1  vsm(dsm(Daysf), ism(Subject)) variance[0]  502.8655   74.68294 6.7333385
## 2  vsm(dsm(Daysf), ism(Subject)) variance[1]  558.3574  503.32816 1.1093307
## 3  vsm(dsm(Daysf), ism(Subject)) variance[2]  361.3899  439.53385 0.8222118
## 4  vsm(dsm(Daysf), ism(Subject)) variance[3]  917.5182  607.46547 1.5104038
## 5  vsm(dsm(Daysf), ism(Subject)) variance[4] 1216.6107  695.59696 1.7490167
## 6  vsm(dsm(Daysf), ism(Subject)) variance[5] 2060.8449  953.76616 2.1607444
## 7  vsm(dsm(Daysf), ism(Subject)) variance[6] 3272.2788 1339.70886 2.4425298
## 8  vsm(dsm(Daysf), ism(Subject)) variance[7] 1901.0460  906.31736 2.0975500
## 9  vsm(dsm(Daysf), ism(Subject)) variance[8] 2958.9116 1243.29915 2.3798871
## 10 vsm(dsm(Daysf), ism(Subject)) variance[9] 3834.0375 1530.74664 2.5046846
## 11               vsm(ism(units))      sigma2  518.0607  345.48785 1.4995048
## unstructured model
fm2 <- mmes(Reaction ~ Days,
            random= ~ vsm(usm(Daysf), ism(Subject)), 
            data=DT, tolParInv = 1e-6, verbose = FALSE)
## Solver selected: ldlt
summary(fm2)$varcomp
##                             term       parameter   estimate    StdError
## 1  vsm(usm(Daysf), ism(Subject))     variance[0]  813.26915  248.268843
## 2  vsm(usm(Daysf), ism(Subject)) covariance[1,0]  696.13240  264.507108
## 3  vsm(usm(Daysf), ism(Subject)) covariance[2,0]  393.66573  230.272132
## 4  vsm(usm(Daysf), ism(Subject)) covariance[3,0]  599.99763  338.094848
## 5  vsm(usm(Daysf), ism(Subject)) covariance[4,0]  602.56858  368.518591
## 6  vsm(usm(Daysf), ism(Subject)) covariance[5,0]  735.88291  463.761458
## 7  vsm(usm(Daysf), ism(Subject)) covariance[6,0]  576.93467  516.791239
## 8  vsm(usm(Daysf), ism(Subject)) covariance[7,0]  726.51241  424.276809
## 9  vsm(usm(Daysf), ism(Subject)) covariance[8,0]  759.00751  534.840892
## 10 vsm(usm(Daysf), ism(Subject)) covariance[9,0] 1101.81778  580.698304
## 11 vsm(usm(Daysf), ism(Subject))     variance[1] 1094.90618  379.120151
## 12 vsm(usm(Daysf), ism(Subject)) covariance[2,1]  811.05242  328.864405
## 13 vsm(usm(Daysf), ism(Subject)) covariance[3,1] 1143.25846  482.394412
## 14 vsm(usm(Daysf), ism(Subject)) covariance[4,1] 1106.21307  515.371025
## 15 vsm(usm(Daysf), ism(Subject)) covariance[5,1] 1251.17647  637.517153
## 16 vsm(usm(Daysf), ism(Subject)) covariance[6,1] 1029.32522  690.170378
## 17 vsm(usm(Daysf), ism(Subject)) covariance[7,1]  947.33195  539.809559
## 18 vsm(usm(Daysf), ism(Subject)) covariance[8,1] 1176.93714  713.737050
## 19 vsm(usm(Daysf), ism(Subject)) covariance[9,1] 1495.44833  761.461145
## 20 vsm(usm(Daysf), ism(Subject))     variance[2]  952.89796  345.359515
## 21 vsm(usm(Daysf), ism(Subject)) covariance[3,2] 1230.35117  479.804405
## 22 vsm(usm(Daysf), ism(Subject)) covariance[4,2] 1153.04191  502.171855
## 23 vsm(usm(Daysf), ism(Subject)) covariance[5,2] 1142.24632  606.089905
## 24 vsm(usm(Daysf), ism(Subject)) covariance[6,2] 1290.09025  687.592858
## 25 vsm(usm(Daysf), ism(Subject)) covariance[7,2] 1146.66492  536.105578
## 26 vsm(usm(Daysf), ism(Subject)) covariance[8,2] 1186.77270  687.932486
## 27 vsm(usm(Daysf), ism(Subject)) covariance[9,2] 1220.32738  709.947241
## 28 vsm(usm(Daysf), ism(Subject))     variance[3] 1936.51707  762.088845
## 29 vsm(usm(Daysf), ism(Subject)) covariance[4,3] 2016.88391  826.492564
## 30 vsm(usm(Daysf), ism(Subject)) covariance[5,3] 2191.55305  996.440052
## 31 vsm(usm(Daysf), ism(Subject)) covariance[6,3] 2439.57295 1132.667562
## 32 vsm(usm(Daysf), ism(Subject)) covariance[7,3] 1680.73820  828.627064
## 33 vsm(usm(Daysf), ism(Subject)) covariance[8,3] 2251.60184 1120.215250
## 34 vsm(usm(Daysf), ism(Subject)) covariance[9,3] 2239.32204 1132.197416
## 35 vsm(usm(Daysf), ism(Subject))     variance[4] 2361.71439  950.755365
## 36 vsm(usm(Daysf), ism(Subject)) covariance[5,4] 2678.23675 1146.488257
## 37 vsm(usm(Daysf), ism(Subject)) covariance[6,4] 2895.61635 1296.195149
## 38 vsm(usm(Daysf), ism(Subject)) covariance[7,4] 2081.48667  964.914774
## 39 vsm(usm(Daysf), ism(Subject)) covariance[8,4] 2852.34245 1297.034922
## 40 vsm(usm(Daysf), ism(Subject)) covariance[9,4] 2867.10709 1306.796839
## 41 vsm(usm(Daysf), ism(Subject))     variance[5] 3769.00723 1507.850194
## 42 vsm(usm(Daysf), ism(Subject)) covariance[6,5] 3617.02502 1629.131158
## 43 vsm(usm(Daysf), ism(Subject)) covariance[7,5] 2605.11633 1224.376240
## 44 vsm(usm(Daysf), ism(Subject)) covariance[8,5] 4096.54340 1710.063033
## 45 vsm(usm(Daysf), ism(Subject)) covariance[9,5] 4092.86377 1717.156698
## 46 vsm(usm(Daysf), ism(Subject))     variance[6] 5178.44322 2046.223653
## 47 vsm(usm(Daysf), ism(Subject)) covariance[7,6] 3131.57428 1429.049709
## 48 vsm(usm(Daysf), ism(Subject)) covariance[8,6] 4148.86148 1892.084039
## 49 vsm(usm(Daysf), ism(Subject)) covariance[9,6] 3260.99049 1785.576480
## 50 vsm(usm(Daysf), ism(Subject))     variance[7] 3058.80838 1193.824166
## 51 vsm(usm(Daysf), ism(Subject)) covariance[8,7] 3267.11660 1460.611643
## 52 vsm(usm(Daysf), ism(Subject)) covariance[9,7] 3051.94729 1441.676772
## 53 vsm(usm(Daysf), ism(Subject))     variance[8] 5078.98313 2047.284253
## 54 vsm(usm(Daysf), ism(Subject)) covariance[9,8] 4930.60559 2027.462275
## 55 vsm(usm(Daysf), ism(Subject))     variance[9] 5637.13534 2154.429391
## 56               vsm(ism(units))          sigma2   27.84182    3.891448
##      Zratio
## 1  3.275760
## 2  2.631810
## 3  1.709567
## 4  1.774643
## 5  1.635110
## 6  1.586770
## 7  1.116379
## 8  1.712355
## 9  1.419128
## 10 1.897401
## 11 2.888019
## 12 2.466221
## 13 2.369966
## 14 2.146440
## 15 1.962577
## 16 1.491407
## 17 1.754937
## 18 1.648979
## 19 1.963919
## 20 2.759148
## 21 2.564277
## 22 2.296110
## 23 1.884615
## 24 1.876241
## 25 2.138879
## 26 1.725130
## 27 1.718899
## 28 2.541065
## 29 2.440293
## 30 2.199383
## 31 2.153830
## 32 2.028341
## 33 2.009972
## 34 1.977855
## 35 2.484040
## 36 2.336035
## 37 2.233935
## 38 2.157172
## 39 2.199125
## 40 2.193996
## 41 2.499590
## 42 2.220217
## 43 2.127709
## 44 2.395551
## 45 2.383512
## 46 2.530732
## 47 2.191368
## 48 2.192747
## 49 1.826296
## 50 2.562193
## 51 2.236814
## 52 2.116943
## 53 2.480839
## 54 2.431910
## 55 2.616533
## 56 7.154617
## random regression (legendre polynomials)
fm2 <- mmes(Reaction ~ Days,
            random= ~ vsm(dsm(leg(Days,1)), ism(Subject)), 
            data=DT, tolParInv = 1e-6, verbose = FALSE)
## Solver selected: ldlt
summary(fm2)$varcomp
##                                   term      parameter  estimate   StdError
## 1 vsm(dsm(leg(Days, 1)), ism(Subject)) variance[leg0] 2813.9872 1009.64062
## 2 vsm(dsm(leg(Days, 1)), ism(Subject)) variance[leg1]  473.7831  199.71947
## 3                      vsm(ism(units))         sigma2  654.9355   77.18456
##     Zratio
## 1 2.787118
## 2 2.372243
## 3 8.485317
## unstructured random regression (legendre)
fm2 <- mmes(Reaction ~ Days,
            random= ~ vsm(usm(leg(Days,1)), ism(Subject)), 
            data=DT, tolParInv = 1e-6, verbose = FALSE)
## Solver selected: ldlt
summary(fm2)$varcomp
##                                   term             parameter  estimate
## 1 vsm(usm(leg(Days, 1)), ism(Subject))        variance[leg0] 2814.1252
## 2 vsm(usm(leg(Days, 1)), ism(Subject)) covariance[leg1,leg0]  868.9816
## 3 vsm(usm(leg(Days, 1)), ism(Subject))        variance[leg1]  473.3727
## 4                      vsm(ism(units))                sigma2  654.9173
##     StdError   Zratio
## 1 1009.70965 2.787064
## 2  380.62715 2.283026
## 3  199.50722 2.372710
## 4   77.18134 8.485435

Literature

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