CAS Exam MAS-II Fall 2018, Question 7
Study guide: Exam MAS-II
You are building a Linear Mixed Model with longitudinal observations. The observations within a subject exhibit positive auto correlation. The variance of the residuals is 0.647.
Determine which of the following covariance matrices exhibits the first-order autoregressive structure.
- A)
\begin{pmatrix} 0.647 & 0.000 & 0.000 & 0.000 \\ 0.000 & 0.647 & 0.000 & 0.000 \\ 0.000 & 0.000 & 0.647 & 0.000 \\ 0.000 & 0.000 & 0.000 & 0.647 \end{pmatrix} - B)
\begin{pmatrix} 0.647 & 0.541 & 0.000 & 0.000 \\ 0.541 & 0.647 & 0.541 & 0.000 \\ 0.000 & 0.541 & 0.647 & 0.541 \\ 0.000 & 0.000 & 0.541 & 0.647 \end{pmatrix} - C)
\begin{pmatrix} 0.793 & 0.146 & 0.146 & 0.146 \\ 0.146 & 0.793 & 0.146 & 0.146 \\ 0.146 & 0.146 & 0.793 & 0.146 \\ 0.146 & 0.146 & 0.146 & 0.793 \end{pmatrix} - D)
\begin{pmatrix} 0.647 & 0.391 & 0.102 & 0.037 \\ 0.391 & 0.647 & 0.391 & 0.102 \\ 0.102 & 0.391 & 0.647 & 0.391 \\ 0.037 & 0.102 & 0.391 & 0.647 \end{pmatrix} - E)
\begin{pmatrix} 0.647 & 0.518 & 0.415 & 0.332 \\ 0.518 & 0.647 & 0.518 & 0.415 \\ 0.415 & 0.518 & 0.647 & 0.518 \\ 0.332 & 0.415 & 0.518 & 0.647 \end{pmatrix}
Answer this question and see the worked solution