Variance Components Options
Method. You can choose one of four methods to estimate the variance components.
- MINQUE (minimum norm quadratic unbiased estimator) produces estimates that are invariant with respect to the fixed effects. If the data are normally distributed and the estimates are correct, this method produces the least variance among all unbiased estimators. You can choose a method for random-effect prior weights.
- ANOVA (analysis of variance) computes unbiased estimates using either the Type I or Type III sums of squares for each effect. The ANOVA method sometimes produces negative variance estimates, which can indicate an incorrect model, an inappropriate estimation method, or a need for more data.
- Maximum likelihood (ML) produces estimates that would be most consistent with the data actually observed, using iterations. These estimates can be biased. This method is asymptotically normal. ML and REML estimates are invariant under translation. This method does not take into account the degrees of freedom used to estimate the fixed effects.
- Restricted maximum likelihood (REML) estimates reduce the ANOVA estimates for many (if not all) cases of balanced data. Because this method is adjusted for the fixed effects, it should have smaller standard errors than the ML method. This method takes into account the degrees of freedom used to estimate the fixed effects.
Random Effect Priors. Uniform implies that all random effects and the residual term have an equal impact on the observations. The Zero scheme is equivalent to assuming zero random-effect variances. Available only for the MINQUE method.
Sum of Squares. Type I sums of squares are used for the hierarchical model, which is often used in variance component literature. If you choose Type III, the default in GLM, the variance estimates can be used in GLM Univariate for hypothesis testing with Type III sums of squares. Available only for the ANOVA method.
Criteria. You can specify the convergence criterion and the maximum number of iterations. Available only for the ML or REML methods.
Display. For the ANOVA method, you can choose to display sums of squares and expected mean squares. If you selected Maximum likelihood or Restricted maximum likelihood, you can display a history of the iterations.
Specifying Options for Variance Components
This feature requires SPSS® Statistics Standard Edition or the Advanced Statistics Option.
- From the
menus choose:
- In the Variance Components dialog box, click Options.
Select the method and specifications you want.