Page 1 of 1
Extra Problem 2. Consider the mixed effect model Y = X3 +ZA+E where e is an n-dimensional random vector with mean 0 and
Posted: Mon Apr 11, 2022 6:24 am
by answerhappygod
- Extra Problem 2 Consider The Mixed Effect Model Y X3 Za E Where E Is An N Dimensional Random Vector With Mean 0 And 1 (90.92 KiB) Viewed 19 times
Extra Problem 2. Consider the mixed effect model Y = X3 +ZA+E where e is an n-dimensional random vector with mean 0 and Var(e) = oʻL. Z is a fixed n xq of rank q, X = (Z, U) is an n xp matrix with U being a fixed nx (p - ) matrix of rank p - 9, Z'U = 0, B is p-dimensional unknown parameter, A is a g-dimensional random effect vector with mean 0 and Var(A)=VA, and A and e are independent. Show that the LSE of B is BLUE