Hi there, I am looking to fit a two-way random effects model to an *unblalanced* layout,
y_ijk = mu + a_i + b_j + eps_ijk, i=1,...,R, j=1,...,C, k=1,...,K_ij. I am interested first of all in estimates for the variance components, sigsq_a, sigsq_b and sigsq_error. In the balanced case, there are simple (MM, MLE) estimates for these; In the unbalanced setup, this is much more complicated because orthogonality relations no longer exist between "row space" and "column space". Since the covariance structure between the cell means y_{ij.} is much more complicated than in the one-way (unbalanced) case, trying to manually obtain MLEs looks very difficult. I couldn't find anything addressing point estimates for the unbalanced case - neither in the literature nor in a computer program (R or alike). Any idea will be greatly appreciated... Thank you, Asaf -- View this message in context: http://r.789695.n4.nabble.com/Two-way-Random-Effects-with-unbalanced-data-tp4647795.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.