Some Further Remarks concerning "A General Approach to the Estimation of Variance Components"

The estimates of Koch [1967a] have the undesirable property that they may change in value if the same constant is added to each of the observations. In this paper, an alternative procedure based on the same general principles is developed and applied to a variety of models. As before, the estimators obtained are unbiased and consistent. They are also reasonably easy to compute. Finally, in the case of balanced experiments, they coincide with those obtained from the analysis of variance. On the other hand, their structure is more complex than that of the estimators considered in the previous paper. In particular, the derivation of their covariance matrix is much more complicated, and hence no attempt has been made here to study its properties.