Abstract
For a mixed two-way balanced design model, the maximum likelihood (ML) and restricted ML (REML) estimators of the variance components are obtained and compared under the nonnegativity requirements of the variance components. The true ML and REML estimators are always nonnegative and have uniformly smaller mean squared error (MSE) than the ML and REML variance estimators of Corbeil and Searle (1976, Biometrics 32, 779-791), denoted by CML and CREML, respectively.
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