= Variance component
{title2=$V=\sum_k\tau_k^2Z_kZ_k^T+R$}
A variance component is a nonnegative parameter multiplying a specified covariance contribution. In a <Gaussian linear mixed model> with independent standardized group effects, $\tau_k^2Z_kZ_k^T$ describes the covariance induced by one set of <random effects>. Testing whether a component is zero is a <variance-component likelihood-ratio test at a boundary>; ordinary regular chi-squared likelihood-ratio calibration need not apply.
Back to article page
