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Extended validity of results for variance components models

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Abstract

Models used for investigation of variance components in analysis of variance are moderately restrictive for point estimation and quite restrictive, assuming normality, when tests and confidence regions are developed. However, the same results as occur for these models can be obtained for generalizations that are much less restrictive. In particular, results based on normality for the random variables of the model, and on their independence, remain valid for situations where each observation can have a different nonnormal distribution and dependence between each two observations can be different. The level of generalization for a model depends on what is being investigated and decreases as the number of variance components being investigated increases. Considered are the N-way classification models of various kinds and some specific examples. Similar extensions can be made for virtually all types of variance components models. The verification consists in showing that the statistics involved have the same joint distribution for the extended model as they do for the original model. Some ways of investigating outliers of nested designs, which also apply to the generalizations, are discussed.

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