CAS Exam MAS-II Fall 2018, Question 8
Study guide: Exam MAS-II
You are fitting a Linear Mixed Model to a set of 50 observations. Your model is of the form Y_i = X_i\beta + Z_i u_i + \varepsilon_i.
Your model includes 3 fixed covariates and 2 random covariates. The variance-covariance matrix of u_i is D.
Determine the dimensions of the matrix D.
- A) 2 rows and 2 columns
- B) 3 rows and 3 columns
- C) 5 rows and 5 columns
- D) 50 rows and 50 columns
- E) The answer is not given by (A), (B), (C), or (D)
Answer this question and see the worked solution