Consider the model i , i 1, , n, assuming that ( i ) i Suppose that actually var(Y i ) i 2 Using the univariate version of GEE described in section 11 4, show that u() i (y i ) and y Show that V in (11 10) equals n, the actual asymptotic variance (11 11) simplifies to 2 n, and its consistent estimate is i (y i y) 2 n 2

Question: Consider the model i = , i = 1, ..., n, assuming that ( i ) = i . Suppose that actually var(Y

Consider the model µ_i = β, i = 1, ..., n, assuming that υ(µ_i) = µ_i. Suppose that actually var(Y_i) = µ_i². Using the univariate version of GEE described in section 11.4, show that u(β) = ∑_i(y_i – β)/β and β̂ = y̅. Show that V in (11.10) equals β/n, the actual asymptotic variance (11.11) simplifies to β²/n, and its consistent estimate is ∑_i(y_i – y̅)²/n².

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