Question: Generalizing the heuristic argument in Section 8.3.2, justify why formula (9.16) is valid for the sandwich covariance matrix (Liang and Zeger 1986, Appendix).

Generalizing the heuristic argument in Section 8.3.2, justify why formula

(9.16) is valid for the sandwich covariance matrix (Liang and Zeger 1986, Appendix).

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