Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Please answer the question below: Question 1) Assume we have longitudinal data for which a linear model for the response over time holds: Yij =

Please answer the question below:

image text in transcribed
Question 1) Assume we have longitudinal data for which a linear model for the response over time holds: Yij = Bo + Bitij + Eij (1) for i = 1, ..., N and j = 1, . ..,n, where the measurement times t; are common to all N individuals (ti = t;) and all planned measurements have been collected. We can also write Yi = XiB +ei for the vector of measurements for individual i and Y = XB+E for the vector of measurements for all individuals, for suitably chosen design matrices X; and X. We denote, for the zero-mean vector e, its block-diagonal matrix as V, with blocks denoted as Vi, i = 1, ..., N. We investigate the properties of two estimators for B: the ordinary least squares estimator BOLS = (XTX)-1XTY, and the generalized least squares estimator BGLS = (XTV-1X)-1XTV-ly. 1. Write down the design matrices X; and X. 2. Derive expressions for the covariance matrices of the two competitive estimators: the ordinary least squares estimator BOLS = (XTX)-'XTY, and the generalized least squares estimator BGLS = (XTV- 1 X)-1xTV-ly in terms of X and V. 3. Assume we have n = 7 and measurement times -3, -2, -1, 0, 1, 2,3. Suppose that the (j, k) element of E; is 02 pli-kl (2) Write out E; in full

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Elementary Algebra

Authors: Charles P McKeague

3rd Edition

1483263843, 9781483263847

More Books

Students also viewed these Mathematics questions

Question

How can Trip 7 prevent future supply chain uncertainties?

Answered: 1 week ago