Question: Y = x + Z 1 u 1 + Z 2 u 2 + l o n where u 1 N ( 0 , 1

Y=x+Z1u1+Z2u2+lon
where u1N(0,12I),u2N(0,22I),lonN(0,2I), and u1,u2,lon are independent.
Specify the updates in the EM algorithm for computing MLE's in the variance
components model (0.2). You may treat the random effects as the latent variables.
 Y=x+Z1u1+Z2u2+lon where u1N(0,12I),u2N(0,22I),lonN(0,2I), and u1,u2,lon are independent. Specify the updates in

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