This article derives generalized prediction intervals for random effects in linear random-effects models. For balanced and unbalanced data in two-way layouts, models are considered with and without interaction. Coverage of the proposed generalized prediction intervals was estimated in a simulation study based on an agricultural field experiment. Generalized prediction intervals were compared with prediction intervals based on the restricted maximum likelihood (REML) procedure and the approximate methods of Satterthwaite and Kenward and Roger. The simulation study showed that coverage of generalized prediction intervals was closer to the nominal level 0.95 than coverage of prediction intervals based on the REML procedure.

In variance component quantitative trait loci (QTL) analysis, a mixed model is used to detect the most likely chromosome position of a QTL. The putative QTL is included as a random effect and a method is needed to estimate the QTL variance. The standard estimation method used is an iterative method based on the restricted maximum likelihood (REML). In this paper, we present a novel non-iterative variance component estimation method. This method is based on Henderson's method 3, but relaxes the condition of unbiasedness. Two similar estimators were compared, which were developed from two different partitions of the sum of squares in Henderson's method 3. The approach was compared with REML on data from a European wild boar x domestic pig intercross. A meat quality trait was studied on chromosome 6 where a functional gene was known to be located. Both partitions resulted in estimated QTL variances close to the REML estimates. From the non-iterative estimates, we could also compute good approximations of the likelihood ratio curve on the studied chromosome.