Past exam of the mathematics course of the University of Cambridge / 2017 / iii / Paper 206 / 3 / e / Solution

There is a genuine syntax error in the printed command: random=list(...) must be a separate argument, following a comma rather than a plus. The intended call isWith the default Gaussian family, this generalized additive mixed model isHere $(b_{0j},b_{1j}{)}^T\stackrel{\mathrm{iid}}{\sim }{N}_2(0,D)$ across doctors, $D$ is an estimated covariance matrix, and the Gaussian errors have variance ${\sigma }^2$ and are independent of the random effects. The formula ~age includes a random intercept as well as a random slope; it does not force these two effects to be uncorrelated.

The random intercept allows different prescribing baselines, and the random slope allows doctor-specific linear modifications to the population age curve. Conditional on these effects the observations are independent under the model, whereas two patients of the same doctor have additional covariance $(1,a_{ij})D(1,a_{kj}{)}^T$. This accounts for clustered data and avoids treating doctor variation as independent patient-level noise. The population smooth and doctor-specific predictions are different targets. With only four doctors, estimates of the random-effect covariance can be imprecise; the Gaussian support issue for counts also remains. The new model accounts for doctor-specific baselines and age slopes.