Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2002/iii/paper-36/4/iv/solution
Past exam of the mathematics course of the University of Cambridge 2002 iii Paper 36 4 iv Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
Use a generalized estimating equation with any well-behaved positive-definite working correlation matrix. Let collect the marginal intercept and slopes, let be the vector of three correct marginal means, and put . Write the working covariance as , where the proposed Poisson variance gives ; working independence is also allowed. SolveAt the true mean, each cluster residual has expectation zero, so the estimating equation is unbiased regardless of whether equals the actual covariance. With independent students, sufficient covariate variation and regularity as , this gives consistent mean coefficients.
Replace the model-based covariance by the cluster-level sandwich covariance matrix. Evaluated at the fitted values, defineThenThe residual outer products estimate the actual within-student variability, including correlations and extra-Poisson variance absent from the working model. Use these standard errors for asymptotic Wald tests and confidence intervals; exponentiating the treatment coefficient and its interval gives the mean-count rate ratio and interval. Treating the observations as independent when forming the sandwich meat would miss the within-student dependence. The effective asymptotic replication is the number of students, so a small number of clusters requires further finite-sample care rather than assuming that three measurements per student repair the large-sample approximation.
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