## Relationship Between Formula and Design Matrices

### Formula

In general, a formula for model specification is a character vector or string
scalar of the form `'y ~ terms'`

. For the linear mixed-effects models, this
formula is in the form ```
'y ~ fixed + (random1|grouping1) + ... +
(randomR|groupingR)'
```

, where `fixed`

and
`random`

contain the fixed-effects and the random-effects terms.

Suppose a table `tbl`

contains the following:

A response variable,

`y`

Predictor variables,

`X`

, which can be continuous or grouping variables_{j}Grouping variables,

`g`

,_{1}`g`

, ...,_{2}`g`

,_{R}

where the grouping variables in
`X`

and
_{j}`g`

can be
categorical, logical, character arrays, string arrays, or cell arrays of character
vectors._{r}

Then, in a formula of the form, `'y ~ fixed + (random`

,
the term _{1}|g_{1})
+ ... + (random_{R}|g_{R})'`fixed`

corresponds to a specification of
the fixed-effects design matrix `X`

, `random`

_{1} is
a specification of the random-effects design matrix `Z`

_{1} corresponding
to grouping variable `g`

_{1},
and similarly `random`

_{R} is
a specification of the random-effects design matrix `Z`

_{R} corresponding
to grouping variable `g`

_{R}.
You can express the `fixed`

and `random`

terms
using Wilkinson notation.

Wilkinson notation describes the factors present in models. The notation relates to factors present in models, not to the multipliers (coefficients) of those factors.

Wilkinson Notation | Factors in Standard Notation |
---|---|

`1` | Constant (intercept) term |

`X^k` , where `k` is a positive
integer | `X` , `X` ,
..., `X` |

`X1 + X2` | `X1` , `X2` |

`X1*X2` | `X1` , `X2` , ```
X1.*X2
(elementwise multiplication of X1 and X2)
``` |

`X1:X2` | `X1.*X2` only |

`- X2` | Do not include `X2` |

`X1*X2 + X3` | `X1` , `X2` , `X3` , `X1*X2` |

`X1 + X2 + X3 + X1:X2` | `X1` , `X2` , `X3` , `X1*X2` |

`X1*X2*X3 - X1:X2:X3` | `X1` , `X2` , `X3` , `X1*X2` , `X1*X3` , `X2*X3` |

`X1*(X2 + X3)` | `X1` , `X2` , `X3` , `X1*X2` , `X1*X3` |

Statistics and Machine Learning Toolbox™ notation always includes a constant term
unless you explicitly remove the term using `-1`

.
Here are some examples for linear mixed-effects model specification.

**Examples:**

Formula | Description |
---|---|

`'y ~ X1 + X2'` | Fixed effects for the intercept, `X1` and `X2` .
This is equivalent to `'y ~ 1 + X1 + X2'` . |

`'y ~ -1 + X1 + X2'` | No intercept and fixed effects for `X1` and `X2` .
The implicit intercept term is suppressed by including `-1` . |

`'y ~ 1 + (1 | g1)'` | Fixed effects for the intercept plus random effect for the
intercept for each level of the grouping variable `g1` . |

`'y ~ X1 + (1 | g1)'` | Random intercept model with a fixed slope. |

`'y ~ X1 + (X1 | g1)'` | Random intercept and slope, with possible correlation between
them. This is equivalent to `'y ~ 1 + X1 + (1 + X1|g1)'` . |

`'y ~ X1 + (1 | g1) + (-1 + X1 | g1)' ` | Independent random effects terms for intercept and slope. |

`'y ~ 1 + (1 | g1) + (1 | g2) + (1 | g1:g2)'` | Random intercept model with independent main effects for `g1` and `g2` ,
plus an independent interaction effect. |

### Design Matrices for Fixed and Random Effects

`fitlme`

converts the expressions in the `fixed`

and `random`

parts (not grouping variables) of a formula into design matrices as follows:

Each term in a formula adds one or more columns to the corresponding design matrix.

A term containing a single continuous variable adds one column to the design matrix.

A fixed term containing a categorical variable

`X`

with*k*levels adds (*k*– 1) dummy variables to the design matrix.For example, if the variable

`Supplier`

represents three different suppliers a manufacturer receives parts from, i.e. a categorical variable with three levels, and out of six batches of parts, the first two batches come from supplier 1 (level 1), the second two batches come from supplier 2 (level 2), and the last two batches come from supplier 3 (level 3), such asThen, addingSupplier = 1 1 2 2 3 3

`Supplier`

to the formula as a fixed-effects or random-effects term adds the following two dummy variables to the corresponding design matrix, using the`'reference'`

contrast:For more details on dummy variables, see Dummy Variables. For other contrast options, see the0 0 0 0 1 0 1 0 0 1 0 1

`'DummyVarCoding'`

name-value pair argument of`fitlme`

.If

`X1`

and`X2`

are continuous variables, the product term`X1:X2`

adds one column obtained by elementwise multiplication of`X1`

and`X2`

to the design matrix.If

`X1`

is continuous and`X2`

is categorical with*k*levels, the product term`X1:X2`

multiplies elementwise`X1`

with the (*k*– 1) dummy variables representing`X2`

, and adds these (*k*– 1) columns to the design matrix.For example, if

`Drug`

is the amount of a drug given to patients, a continuous treatment, and`Time`

is three distinct points in time when the health measures are taken, a categorical variable with three levels, and out of nine observations, the first three are observed at time point 1, the second three are observed at time point 2, and the last three are observed at time point 3 so thatThen, the product term[Drug Time] = 0.1000 1.0000 0.2000 1.0000 0.5000 2.0000 0.6000 2.0000 0.3000 3.0000 0.8000 3.0000

`Drug:Time`

adds the following two variables to the design matrix:0 0 0 0 0.5000 0 0.6000 0 0 0.3000 0 0.8000

If

`X1`

and`X2`

are categorical variables with*k*and*m*levels respectively, the product term`X1:X2`

adds (*k*– 1)*(*m*– 1) dummy variables to the design matrix formed by taking the elementwise product of each dummy variable representing`X1`

with each dummy variable representing`X2`

.For example, in an experiment to determine the impact of the type of corn and the popping method on the yield, suppose there are three types of

`Corn`

and two types of`Method`

as follows:Then, the interaction term1 oil 1 oil 1 air 1 air 2 oil 2 oil 2 air 2 air 3 oil 3 oil 3 air 3 air

`Corn:Method`

adds the following to the design matrix:0 0 0 0 0 0 0 0 1 0 1 0 0 0 0 0 0 1 0 1 0 0 0 0

The term

`X1*X2`

adds the necessary number of columns for`X1`

,`X2`

, and`X1:X2`

to the design matrix.The term

`X1^2`

adds the necessary number of columns for`X1`

and`X1:X1`

to the design matrix.The symbol

`1`

(one) in the formula stands for a column of all 1s. By default a column of 1s is included in the design matrix. To exclude a column of ones from the design matrix, you must explicitly specify`–1`

as a term in the expression.

### Grouping Variables

`fitlme`

handles the grouping variables in the `(.|group)`

part of a formula as follows:

If a grouping variable has

*k*levels, then*k*dummy variables represent this grouping.For example, suppose

`District`

is a categorical grouping variable with three levels, showing the three types of districts, and out of six schools, the first two are in district 1, the second two are in district 2, and the last two are in district 3, so thatThen, the dummy variables that represent this grouping are:District = 1 1 2 2 3 3

1 0 0 1 0 0 0 1 0 0 1 0 0 0 1 0 0 1

If

`X1`

is a continuous random-effects variable and`X2`

is a grouping variable with*k*levels, then the random term`(X1 – 1|X2)`

multiplies elementwise`X1`

with the*k*dummy variables representing`X2`

and adds these*k*columns to the random-effects design matrix.For example, suppose

`Score`

is a continuous variable showing the scores of students from a math exam in a school, and`Class`

is a categorical variable with three levels, showing the three different classes in a school. Also, suppose out of nine observations first three correspond to the scores of students in the first class, the second three correspond to scores of students in the second class, and the last three correspond to the scores of students in the third class, such asThen, the random term[Score Class] = 78.0000 1.0000 68.0000 1.0000 81.0000 2.0000 53.0000 2.0000 85.0000 3.0000 72.0000 3.0000

`(Score – 1|Class)`

adds the following three columns to the random-effects design matrix:78.0000 0 0 68.0000 0 0 0 81.0000 0 0 53.0000 0 0 0 85.0000 0 0 72.0000

If

`X1`

is a continuous predictor variable and`X2`

and`X3`

are grouping variables with*k*and*m*levels respectively, the term`(X1|X2:X3)`

represents this grouping of`X1`

with*k***m*dummy variables formed by taking the elementwise product of each dummy variable representing`X2`

with each dummy variable representing`X3`

.For example, suppose

`Treatment`

is a continuous predictor variable, and there are three levels of`Block`

and two levels of`Plot`

nested within the block as follows:0.1000 1 a 0.2000 1 b 0.5000 2 a 0.6000 2 b 0.3000 3 a 0.8000 3 b

Then, the random term

`(Treatment – 1|Block:Plot)`

adds the following to the random-effects design matrix:0.1000 0 0 0 0 0 0 0.2000 0 0 0 0 0 0 0.5000 0 0 0 0 0 0 0.6000 0 0 0 0 0 0 0.3000 0 0 0 0 0 0 0.8000

## See Also

`LinearMixedModel`

| `fitlme`

| `fitlmematrix`