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The mixed-effects models are an important class of statistical models that are used in many fields of applications. For these models, we compare two estimators of the variance components, the analysis of variance (ANOVA) estimator and the spectral decomposition (SD) estimator. Based on the spectral decomposition of covariance matrix [A new method of spectral decomposition of covariance matrix in mixed effects models and its applications, Sci. China, Ser. A, 2005, 48: 1451-1464], we establish two sufficient conditions for the identity of ANOVA estimator and SD estimator, and present some corresponding statistical properties of ANOVA estimator and SD estimator. Applications of the methods to circular models and mixed analysis of variance models are discussed.
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