Question: Use the model in Miscellanea 11.5.3. (a) Show that the mean and variance of Yij are EYij = + i and Var Yij =

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.

Step by Step Solution

3.36 Rating (159 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

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 ... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Document Format (1 attachment)

Word file Icon

941-M-S-H-T (5504).docx

120 KBs Word File

Students Have Also Explored These Related Statistics Questions!