[Theory, method and application of method R on estimation of (co)variance components]

Theory, method and application of Method R on estimation of (co)variance components were reviewed in order to make the method be reasonably used. Estimation requires R values,which are regressions of predicted random effects that are calculated using complete dataset on predicted random effects that are calculated using random subsets of the same data. By using multivariate iteration algorithm based on a transformation matrix,and combining with the preconditioned conjugate gradient to solve the mixed model equations, the computation efficiency of Method R is much improved. Method R is computationally inexpensive,and the sampling errors and approximate credible intervals of estimates can be obtained. Disadvantages of Method R include a larger sampling variance than other methods for the same data,and biased estimates in small datasets. As an alternative method, Method R can be used in larger datasets. It is necessary to study its theoretical properties and broaden its application range further.