You have 3 estimates of block variance because you included it 3 times in
the model.  Note that in R,

blo/A = blo  + blo:A.

Also, without replication, blo:A:B is confounded with the residual variance.

Maybe you want
m2 <- lmer(y~A*B+(1|blo) + (1|blo:A) + (1|blo:B), data=da)
print(m2,correlation=FALSE)

Random effects:
 Groups   Name        Variance Std.Dev.
 blo:B    (Intercept) 0.62293  0.78926
 blo:A    (Intercept) 0.46605  0.68268
 blo      (Intercept) 1.53412  1.23860
 Residual             1.17875  1.08570

Kevin


On Thu, Feb 25, 2010 at 2:26 PM, walmes zeviani
<walmeszeviani@yahoo.com.br>wrote:

> Hello all,
>
> I would like to estimate variance components of a strip-plot design. With
> aov() function I can do that by using the following model specification:
>
> # toy data
> -----------------------------------------------------------------
> da <- expand.grid(A=factor(1:4), B=factor(1:4), blo=rnorm(4))
> da$col <- rep(rnorm(16), e=4)
> da$lin <-
> c(rep(rnorm(4),4),rep(rnorm(4),4),rep(rnorm(4),4),rep(rnorm(4),4))
> da$y <- da$blo+da$col+da$lin+rnorm(da$blo,0,1) # no treatments effects
> da$blo <- factor(da$blo)
>
> # aov() model specification
> ------------------------------------------------
> m0 <- aov(y~A*B+Error(blo/(A*B)), da)
> summary(m0)
>
> that give me four error terms and then, knowing the expected values of the
> mean squares, I can get the variance components of column, line (or row) and
> block. I would obtain the REML estimates of them. How can I specify this
> model inside lmer() formula?
>
>
> #---------------------------------------------------------------------------
> require(lme4)
>
> # how is the lmer() model specification???
> ---------------------------------
> m1 <- lmer(y~A*B+(1|blo)+(1|blo/A)+(1|blo/B), data=da) # it doesn't the
> same
> summary(m1)
>
>
> #---------------------------------------------------------------------------
>
> Using the above model specification I get 3 estimates for block variance,
> all them equals. Is the block standard deviation the sum of these values?
>
> Thanks in advance.
> Walmes Zeviani, Brasil.
>
>
>
>
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-- 
Kevin Wright

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