Repeat Problem 11.23 assuming that ( i ) = 2 when actually var(Y i ) =
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Repeat Problem 11.23 assuming that υ(µi) = σ2 when actually var(Yi) = µi.
Data from Problem 11.23:
Consider the model µi = β, i = 1, ..., n, assuming that υ(µi) = µi. Suppose that actually var(Yi) = µi2. Using the univariate version of GEE described in section 11.4, show that u(β) = ∑i(yi – β)/β and β̂ = y̅. Show that V in (11.10) equals β/n, the actual asymptotic variance (11.11) simplifies to β2/n, and its consistent estimate is ∑i(yi – y̅)2/n2.
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Since i 1 u i u i i 1 y i i 1 2 i y i i 1 2 i y i Setting this equal ...View the full answer
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