For the GEE (9.15) with R(????) = I, show that the equations simplify to

(1∕????)

∑n i=1 XT i ????i(yi − ????i) = 0, where ????i is the diagonal matrix with elements ????????ij∕????????ij on the main diagonal for j = 1,…,

d, for natural parameter ????ij and linear predictor ????ij. Show that

????̂ is then the same as the ordinary ML estimator for a GLM with the chosen link function and variance function, treating (yi1,…, yid) as independent observations.