Use the model in Miscellanea 11 5 3 (a) Show that the mean and variance of Yij are EYij i and Var Yij 2B 2 (b) If ai 0, show that the unconditional variance of ai i is Var (aii ) 1 r(2 2B)(l p) a2i, where p intraclass correlation ...

a EY ij E i b j ij i Eb j E ij i VarY ij Varb j Var ij 2 B 2 by independence of b j and ij b ...

Use the model in Miscellanea 11.5.3. (a) Show that the mean and variance of Yij are EYij

Question:

Use the model in Miscellanea 11.5.3.
(a) Show that the mean and variance of Yij are EYij = μ + τi and Var Yij = σ2B + σ2.
(b) If ∑ai = 0, show that the unconditional variance of ∑ai i. is Var (∑aii.) = 1/r(σ2 + σ2B)(l - p) ∑a2i, where p = intraclass correlation.