Confidence intervals and ellipsoids for estimable functions and estimable vectors in models with orthogonal block structure

Sub-models of mixed linear models are considered. The independence of these sub-models leads to sufficient statistics for the parameters relevant for their densities. Using pivot variables, confidence regions are obtained as well hypothesis testing for variance components, estimable functions, and estimable vectors. In addition, to compare the estimators and the models, we present the histograms with the empirical joint densities for positive and negative parts of the estimators. The figures, for the two-dimensional charts, contain the corresponding UMVUE and are all unimodal with the UMVUE near the mode. The nearness of the estimators and the modes validates the presented methodology and allows the safe use of induced densities. A numerical example applied to real data is presented.