There are very, very few examples of different rodents successfully cohabiting and some are just isolated incidents. A rat kept alone for example, may not immediately kill a mouse in the same cage due to the fact that it is depressed and lonely since neither rats nor mice should be kept on their own. It may well however kill the mouse at any point and it is not something that should ever be attempted.
Studies have shown that when rat scent is present, mice are more nervous than normal and many more miscarriages occur in result of the mom not wanting to endanger herself and her babies. Ideally they should not be kept in the same room, although providing there is no contact between their cages it can be okay although the mice could be more stressed.