Question: Show that the solution to the MINQUE problem (15.40), is equivalent to one iteration on the REML equations. Hint: Use the method of Lagrange multipliers,
Show that the solution to the MINQUE problem (15.40), is equivalent to one iteration on the REML equations. Hint: Use the method of Lagrange multipliers, with Lagrangian written as L-over-exo)-(e)-a). where is the Nxr matrix of multipliers associated with the constraints Qx-0. In the solution of the stationary equations, let z=ex + xe-Diag(EXT) and verify that Z= -AV + M(AV)M
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