The purpose of this study is to present guidelines in selection of statistical and computing algorithms for variance components estimation when computing involves software packages. For this purpose two major methods are to be considered: residual maximal likelihood (REML) and Bayesian via Gibbs sampling. Expectation-Maximization (EM) REML is regarded as a very stable algorithm that is able to ...

The authors explore likelihood-based methods for making inferences about the components of variance in a general normal mixed linear model. In particular, they use local asymptotic approximations to construct confidence intervals for the components of variance when the components are close to the boundary of the parameter space. In the process, they explore the question of how to profile the re...

In this paper we consider variance components and other models for repeated measures in which a general transformation is applied to the response variable. Using Cox and Reid's concept of parameter orthogonality (1987, JRSS B 49, 1-18) and some approximations to the information matrix we show that the intraclass correlation coe cient in the one-way model is robust to the choice of transformatio...

This paper introduces generalized Sobol’ indices, compares strategies for their estimation, and makes a systematic search for efficient estimators. Of particular interest are contrasts, sums of squares and indices of bilinear form which allow a reduced number of function evaluations compared to alternatives. The bilinear framework includes some efficient estimators from Saltelli (2002) and Maun...

Extensions of the Cox proportional hazards model for survival data are studied where allowance is made for unobserved heterogeneity and for correlation between the life times of several individuals. The extendedmodels are frailty models inspired by Yashin et al. (1995). Estimation is carried out using the EM algorithm. Inference is discussed and potential applications are outlined, in particula...

The model y = ∑w j=1 Xjβj + e is generalized orthogonal if the orthogonal projection matrices on the range spaces of matrices Xj , j = 1, ..., w, commute. Unbiased estimators are obtained for the variance components of such models with cross-nesting.

Various sources of variation in observed response in clinical trials and clinical practice are considered, and ways in which the corresponding components of variation might be estimated are discussed. Although the issues have been generally well-covered in the statistical literature, they seem to be poorly understood in the medical literature and even the statistical literature occasionally sho...