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Some General Methods for Making Inferences about Variance Components

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Analysis of Variance for Random Models

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Abstract

In the study of random and mixed effects models, our interest lies primarily in making inferences about the specific variance components. In this chapter, we consider some general methods for point estimation, confidence intervals, and hypothesis testing for linear models involving random effects. Most of the chapter is devoted to the study of various methods of point estimation of variance components. However, in the last two sections, we briefly address the problem of hypothesis testing and confidence intervals. There are now several methods available for estimation of variance components from unbalanced data. Henderson’s (1953) paper can probably be characterized as the first attempt to systematically describe different adaptations of the ANOVA methodology for estimating variance components from unbalanced data. Henderson outlined three methods for obtaining estimators of variance components.

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(2005). Some General Methods for Making Inferences about Variance Components. In: Analysis of Variance for Random Models. Birkhäuser Boston. https://doi.org/10.1007/0-8176-4425-3_2

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