This is not an easy discussion technically, but practically I have some thoughts:
1. We really don't care as much about the actual values of the variance components, but the relative values compared to the others in the study.
2. It is the magnitude of those components that is of most interest (not the sign). Usually JMP will switch to Bayesian estimates when there are negative REML components.
3. Always be cautious of p-values.. they are a function of comparisons within the data set collected. Whether they have any association with reality (or are useful) is a function of how the data was collected.
4. In addition, unusual data points can have a huge effect on variance component estimates and subsequent quantitative tests. ALWAYs plot the data and evaluate the data for unusual or special cause data points.
5. Plot the data compare to your predictions...does it make sense? Can you explain what you see? Don't turn off engineering or science.
"All models are wrong, some are useful" G.E.P. Box