A link function approach to heterogeneous variance components

This paper presents techniques of parameter estimation in heteroskedastic mixed models having i) heterogeneous log residual variances which are described by a linear model of explanatory covariates and ii) log residual and log u-components linearly related. This makes the intraclass correlation a monotonic function of the residual variance. Cases of a homogeneous variance ratio and of a homogeneous u-component of variance are also included in this parameterization. Estimation and testing procedures of the corresponding dispersion parameters are based on restricted maximum likelihood procedures. Estimating equations are derived using the standard and gradient EM. The analysis of a small example is outlined to illustrate the theory. (C) Inra/Elsevier, Paris.