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I have completed the questions, just not sure about answers. Please help me and thank you in advance Maximum Likelihood Exercises We have a twin

I have completed the questions, just not sure about answers. Please help me and thank you in advance

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Maximum Likelihood Exercises We have a twin study in which we observe responses from m pairs of twins, y = (311, 312, 3/21, 322, 931, 932, . . . , yml, ym2) where (Uil, yiz) are the observations from the ith pair of twins. We model the data with the multivariate normal distribution Y ~ N (bo , )) where all responses have variance o, the covariance between responses within a twin pair is o'p, and the covariance between non-paired responses in zero. 1. Show that the loglikelihood function is equal to log(o', p) = - mlog(27) - log(o* (1 - p?)) 202 (1 - 2 )2 (Uni - bo)2 + (3/12 - bo)2 - 2p(va - bo)(312 - bo)) Hint: use the fact that the covariance matrix is block-diagonal. 2. Show that the maximum likelihood (i.e. generalized least squares) estimate of bo is simply the sample mean. 3. In a separate study, we have three observations y = (31, 12, 13) , which we model as Find the generalized least squares estimate of bo and qualitatively explain why the generalized least squares estimate is a better estimate than the mean

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