Use the model in Miscellanea 11.5.3. (a) Show that the mean and variance of Yij are EYij
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(a) Show that the mean and variance of Yij are EYij = μ + τi and Var Yij = σ2B + σ2.
(b) If ∑ai = 0, show that the unconditional variance of ∑ai i. is Var (∑aii.) = 1/r(σ2 + σ2B)(l - p) ∑a2i, where p = intraclass correlation.
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a EY ij E i b j ij i Eb j E ij i VarY ij Varb j Var ij 2 B 2 by independence of b j and ij b ...View the full answer
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