On the Effect of Non-Normality on the Estimation of Components of Variance

Abstract

SUMMARY The effect of non-normality in estimating variance components in a random effects or mixed effects linear model is studied. It is shown that for a wide variety of balanced situations the interval estimation of the upper variance component is likely to be relatively little affected by non-normality in the error component. A method is suggested for constructing a confidence interval for a ratio of variance components in a balanced model, without assuming normality.