This paper reviews some problems encountered in estimating heterogeneo
us variances in Gaussian linear mixed models. The one-way and multiple
classification cases are considered. EM-REML algorithms and Bayesian
procedures are derived. A structural mixed linear model on log-varianc
e components is also presented, which allows identification of meaning
ful sources of variation of heterogeneous residual and genetic compone
nts of variance and assessment of their magnitude and mode of action.