A LINK FUNCTION-APPROACH TO HETEROGENEOUS VARIANCE-COMPONENTS

This paper presents techniques of parameter estimation in heteroskedas tic 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 intracl ass correlation a monotonic function of the residual variance. Cases o f a homogeneous variance ratio and of a homogeneous u-component of var iance are also included in this parameterization. Estimation and testi ng procedures of the corresponding dispersion parameters are based on restricted maximum likelihood procedures. Estimating equations are der ived using the standard and gradient EM. The analysis of a small examp le is outlined to illustrate the theory. (C) Inra/Elsevier, Paris.