Estimation in mixed models via layer triangular transformation

A new alternative for estimating parameters in some mixed linear models is presented and illustrated. The approach is based on the same layer triangular transformation of the model matrix as proposed earlier by Öfversten (Biometrics 49 (1993)) for the derivation of some exact tests for variance components. Using the same preliminary transformation for both testing and estimation gives us an integrated set of procedures for the full analysis of some widely used mixed linear models. The proposed procedures are computationally stable and space saving.