Non-linear mixed-effects modeling software


Nonlinear mixed-effects models are a special case of regression analysis for which a range of different software solutions are available. The statistical properties of nonlinear mixed-effects models make direct estimation by a BLUE estimator impossible. Nonlinear mixed effects models are therefore estimated according to Maximum Likelihood principles. Specific estimation methods are applied, such as linearization methods as first-order, first-order conditional or the laplacian, approximation methods such as iterative-two stage, importance sampling, stochastic approximation estimation or direct sampling. A special case is use of non-parametric approaches. Furthermore, estimation in limited or full Bayesian frameworks is performed using the Metropolis-Hastings or the NUTS algorithms. Some software solutions focus on a single estimation method, others cover a range of estimation methods and/or with interfaces for specific use cases.

General-purpose software

General nonlinear mixed effects estimation software can be covering multiple estimation methods or focus on a single.

Software with multiple estimation methods

  • SAS is a package that is used in the wide statistical community and supports multiple estimation methods from PROC NLMIX.
  • Multiple estimation methods are available in the R open source software system, such as nlme.
  • MATLAB provides multiple estimation methods in their nlmefit system.
SPSS at the moment does not support non-linear mixed effects methods.

Software dedicated to a single estimation method

Software dedicated to pharmacometrics

The field of pharmacometrics relies heavily on nonlinear mixed effects approaches and therefore uses specialized software approaches. As with general-purpose software, implementations of both single or multiple estimation methods are available. This type of software relies heavily on Ordinary differential equation#Software for [ODE solving|ODE solvers].

Software with multiple estimation methods

  • NONMEM is the most widely used software in the field of pharmacometics.
  • Phoenix implements multiple estimation methods in a graphical user interface.
  • Pumas implements multiple estimation methods in the julia language.
  • nlmixr/nlmixr2 is a suite interfaced in R that implements FOCE and SAEM.
  • ADAPT and S-ADAPT implement multiple estimation methods in a graphical or scripting interface, respectively.

Software dedicated to a single estimation method

  • Monolix is a powerful implementation of SAEM which also can parse NMTRAN.
  • NPEM implements non-parametric mixed effects.

Related software

  • Efficiency of ODE solvers impacts quality of estimation. Popular solvers are Runge-Kutta based methods, various stiff solvers and switching solvers such as LSODA of the LAPACK suite.
  • A specialized form of pharmacokinetics modeling, physiology-based pharmacokinetic modeling can in some cases also be seen as a nonlinear mixed-effects implementation, see also the software section of that lemma.
  • Optimal design software such as PopED can be used in conjunction with estimation.