Consider the model Y = Xj3 + e, e ,...., N(O, a2 J). Show that the M

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Consider the model Y = Xj3 +

e, e ,...., N(O, a2 J).

Show that the M S E is the REML estimate of a2 .

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Consider the model Y = Xj3 + e, e ,...., N(O, a2 J). Show that the M

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