Table 1: Simulation Results. Biase, standard deviation and root mean squared error for common (C), two-step (2s) and maximum likelihood (ML) ANOVA estimators. 29 Model 1 Model 2 bias sd rmse bias sd rmse C 2s ML C 2s ML C 2s ML C 2s ML C 2s ML C 2s ML ˆ µ .008 .016 .008 .055 .055 .055 .055 .057 .056 .008 .017 .008 .051 .052 .057 .051 .054 .058 ˆ φ$_{1}$ .007 .127 .048 .064 .067 .069 .064 .143 .084 .172 .219 .130 .078 .077 .101 .189 .233 .165 ˆ ψ$_{1}$ .014 .127 .032 .120 .121 .116 .121 .175 .121 .013 .184 .050 .112 .111 .136 .113 .215 .145 Model 3 Model 4 ˆ µ .073 .033 .013 .081 .083 .088 .109 .089 .089 .071 .032 .014 .085 .085 .093 .111 .091 .094 ˆ φ$_{1}$ .175 .129 .051 .530 .109 .145 .559 .168 .154 .109 .213 .087 .422 .108 .173 .436 .239 .194 ˆ ψ$_{1}$ .327 .126 .027 .736 .145 .167 .806 .192 .169 1.095 .192 .057 .293 .135 .226 1.134 .235 .233 Model 5 Model 6 ˆ µ .106 .041 .024 .090 .094 .119 .139 .103 .122 .104 .048 .023 .088 .094 .113 .136 .106 .116 ˆ φ$_{1}$ .226 .233 .114 .603 .135 .302 .644 .269 .323 .179 .282 .047 .521 .130 .245 .551 .310 .250 ˆ ψ$_{1}$ .468 .230 .082 .838 .163 .263 .960 .282 .275 1.013 .380 .154 .329 .281 .362 1.065 .473 .393 Model 7 Model 8 ˆ µ .070 .042 .020 .093 .099 .129 .116 .108 .130 .072 .036 .016 .083 .086 .100 .110 .093 .101 ˆ φ$_{1}$ .082 .244 .080 .322 .122 .195 .332 .273 .211 .132 .242 .096 .385 .111 .182 .407 .266 .206 ˆ ψ$_{1}$ .874 .205 .043 .389 .154 .221 .957 .257 .225 1.001 .199 .069 .354 .126 .205 1.061 .235 .217 Model 9 Model 10 ˆ µ .072 .035 .019 .086 .084 .105 .112 .091 .106 .106 .059 .042 .097 .100 .136 .143 .116 .143 ˆ φ$_{1}$ .242 .206 .172 .633 .337 .559 .678 .395 .585 .346 .262 .236 .663 .353 .637 .748 .439 .679 ˆ φ$_{2}$ .357 .602 .418 .571 .903 .801 .673 1.085 .904 .503 .708 .469 .742 .825 .845 .896 1.087 .967 ˆ ψ$_{1}$ .383 .258 .139 .761 .209 .427 .852 .332 .449 .521 .312 .156 .835 .232 .510 .984 .389 .533 ˆ ψ$_{2}$ .839 .321 .387 .888 .284 .771 1.222 .429 .863 .780 .552 .448 .910 .471 .826 1.211 .726 .940