For power calculation, we need to know the sampling variance of the estimate of , i.e. . In practice, the asymptotic sampling variance (standard error squared) of a variance component is calculated from a diagonal element of the inverse of the information matrix in maximum likelihood analysis [15]–[18]. Each element of the information matrix, however, comprises complex forms of matrix algebra including a matrix inverse. It is therefore unfeasible to derive directly from the inverse of the information matrix. We show below an equivalent approach to obtain under the simple regression framework.
