Question: In a random effects model, define the composite error term. 5) In a random effects model, define the composite error term v. = a; tu;

In a random effects model, define the composite error term.

5) In a random effects model, define the composite error term v. = a; tu; , where a, is uncorrelated with u, and the u have constant variance o and are serially uncorrelated. Show that Corr(V , Vi ) = -2 +0 t s . (5 points)

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