(Hard.) There are three observations on a variable Y for each individual i = 1, 2,..., 800. There is an explanatory variable Z, which is scalar.

Maria thinks that each subject i has a “fixed effect” ai and there is a parameter b common to all 800 subjects. Her model can be stated this way:

Yij = ai + Zij b + ij for i = 1, 2,..., 800 and j = 1, 2, 3.

She is willing to assume that the ij are independent with mean 0. She also believes that the ’s are independent of the Z’s and var(ij ) is the same for j = 1, 2,