Abstract
Three general purpose algorithms for maximum likelihood estimation of mean and variance components in mixed analysis of variance models are discussed. These are the Newton-Raphson algorithm, the Fisher scoring algorithm, and the Hemmerle and Hartley algorithm. Derivations for the first two are given and a unified presentation of all three makes some theoretical and practical comparisons possible. In addition the results of applying all three to a sequence of five problems are presented. The W transform of Hemmerle and Hartley is used throughout to reduce the computational burden associated with maximum likelihood variance component algorithms. The algorithms provide a unified approach to estimation and testing in the general mixed analysis of variance model.
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