Show that an alternative expression for the GLM likelihood equations is

∑n i=1

(yi − ????i)

var(yi)

????????i

????????j

= 0, j = 1, 2,…, p.

Show that these equations result from the generalized least squares problem of minimizing ∑

i

[(yi − ????i)

2∕var(yi)], treating the variances as known constants.