I asked this before and I am going to try again in more applied terms.  I
am trying to use R to extract variance components for a two-factor random
effects model with both factors crossed.  It would also be nice to
generate some confidence intervals as well.  For example, a data set
using SAS Proc Mixed is below followed by the four variance component
estimates and the respective confidence intervals.  Currently, I have been
unable to reproduce this in NLME but I am sure I have not correctly
specified the "random" option.

Any help and/or ideas would be greatly appreciated!

## SAS PROGRAM WITH DATA FOLLOWS

data hw7;
input mpg driver car obs;
cards;
25.3    1       1       1
25.2    1       1       2
28.9    1       2       1
30      1       2       2
24.8    1       3       1
25.1    1       3       2
28.4    1       4       1
27.9    1       4       2
27.1    1       5       1
26.6    1       5       2
33.6    2       1       1
32.9    2       1       2
36.7    2       2       1
36.5    2       2       2
31.7    2       3       1
31.9    2       3       2
35.6    2       4       1
35      2       4       2
33.7    2       5       1
33.9    2       5       2
27.7    3       1       1
28.5    3       1       2
30.7    3       2       1
30.4    3       2       2
26.9    3       3       1
26.3    3       3       2
29.7    3       4       1
30.2    3       4       2
29.2    3       5       1
28.9    3       5       2
29.2    4       1       1
29.3    4       1       2
32.4    4       2       1
32.4    4       2       2
27.7    4       3       1
28.9    4       3       2
31.8    4       4       1
30.7    4       4       2
30.3    4       5       1
29.9    4       5       2
;

proc mixed data = hw7 method = reml cl asycov;
class driver car;
model mpg =;
random driver car driver*car;
run;
quit;

## SELECTED OUTPUT FOLLOWS

Covariance Parameter Estimates

Cov Parm       Estimate     Alpha       Lower       Upper

driver           9.3224      0.05      2.9864      130.79
car              2.9343      0.05      1.0464     24.9038
driver*car      0.01406      0.05    0.001345    3.592E17
Residual         0.1757      0.05      0.1029      0.3665

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