Estimation of Variance Components in the Mixed-Effects Models: A Comparison Between Analysis of Variance and Spectral Decomposition.

The mixed-effects models with two variance components are often used to analyze longitudinal data. For these models, we compare two approaches to estimating the variance components, the analysis of variance approach and the spectral decomposition approach. We establish a necessary and sufficient condition for the two approaches to yield identical estimates, and some sufficient conditions for the superiority of one approach over the other, under the mean squared error criterion.

Exact inference on contrasts in means of intraclass correlation models with missing responses.

Intraclass correlation models with missing data at random are considered. With a properly reduced model, a general method, which allows repeated observations with missing in non-monotone pattern, is proposed to construct exact test statistics and simultaneous confidence intervals for linear contrasts in the means. Simulation results are given to compare exact and asymptotic simultaneous confidence intervals.