In linear models the Variance-Covariance matrix plays key role when estimating the parameters. State the variance-covariance structure of Population-averaged models: ( generalized estimating equations-GEE) for B and Subject-specific models: Likelihood methods based on y - MVN (Xı,Vi) to estimate y and parameters in V. Show that for OLS Y = X'B + ɛ the estimator B can be derived to B = (X'X)-1X'Y with Var(ß) = (X'X)-1o² %3D %3D %3D

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter1: Functions
Section1.2: The Least Square Line
Problem 8E
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In linear models the Variance-Covariance matrix plays key role when estimating the parameters.
State the variance-covariance structure of Population-averaged models: ( generalized estimating
equations-GEE) for B and Subject-specific models: Likelihood methods based on yi - MVN (Xy,V)
to estimate y and parameters in V,
Show that for OLS Y = X'B + ɛ the estimator B can be derived to B = (X'X)¯'x'Y with
%3D
Var(ß) = (X'X)-'o?
Transcribed Image Text:In linear models the Variance-Covariance matrix plays key role when estimating the parameters. State the variance-covariance structure of Population-averaged models: ( generalized estimating equations-GEE) for B and Subject-specific models: Likelihood methods based on yi - MVN (Xy,V) to estimate y and parameters in V, Show that for OLS Y = X'B + ɛ the estimator B can be derived to B = (X'X)¯'x'Y with %3D Var(ß) = (X'X)-'o?
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