by Deborah Quinn | Apr 5, 2011 | Education, Politics, teaching
y = Xβ + Zv + ε where β is a p-by-1 vector of fixed effects; X is an n-by-p matrix; v is a q-by-1 vector of random effects; Z is an n-by-q matrix; E(v) = 0, Var(v) = G; E(ε) = 0, Var(ε) = R; Cov(v,ε) = 0. V = Var(y) = Var(y – Xβ) = Var(Zv + ε) = ZGZT + R. I know...
