A new approach to variance component estimation with diagnostic implications

Abstract

Closed form expressions are developed for the estimators of functions of the variance components in balanced, mixed, linear models. These estimators are averages of sample covariances (variances) which offer diagnostic information on the data and the model. The cause of negative estimates may be revealed. Examples illustrate the basic concepts.

Keywords:

• Mixed models
• diagnostics
• negative estimates
• sample covariances