In linear models the Variance-Covariance matrix plays key role when estimating the parameters.State the variance-covariance structure of Population-averaged models: ( generalized estimatingequations-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%3DVar(ß) = (X'X)-'o?

In linear models, the variance-covariance matrix plays a key role when estimating the parameters.…

Answered: In linear models the…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Suppose that the regression model is defined as: y=B1x+u Use the least squares method to estimate the slope of the regression line. Define the objective function that will be used in the estimation. Lastly, enumerate the steps in deriving the estimator of B1
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A scientist is calibrating a laboratory apparatus that will be used to measure the concentration of ozone in air samples. To check the calibration, samples of known concentration are measured. The true concentrations in ppm (x) and the measured concentrations in ppm (y) data points are: (0, 1), (10, 11), (20, 21), (30, 28), (40, 37), (50, 48), (60, 56), (70, 68), (80, 75), (90, 86), (100, 96). Because of random error, repeated measurements on the same sample will vary. The apparatus is considered to be in calibration if its mean response is equal to the true concentration. To check the calibration, the linear model y = ß0 + ß1 + ε is fit. Ideally, the value of ß0 should be 0 and the value of ß1 should be 1. The least-squares estimate of the error standard deviation σ is closest to:
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5 How does the dynamic CCE estimator solve the estimation problems of the PMG technique?
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