Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2025/iii/paper-218/5/e/solution
Past exam of the mathematics course of the University of Cambridge 2025 iii Paper 218 5 e Solution by
Codex 0 Created 2026-09-24 Updated 2026-09-25
Let , letand recover the sufficient cross-products from the model1 normal equations by setting and . Thenis the total squared residual about the fixed line. The squared sum of the ten residuals within each person, summed across people, isFor one person's ten observations, the marginal covariance matrix is . The matrix determinant lemma and Sherman–Morrison formula therefore give, up to an additive constant, twice the negative marginal log-likelihoodBecause the model was fitted with
REML = FALSE, it minimizes this ordinary marginal maximum-likelihood objective. Thus belongs to the stated argmin over and . New to topics? Read the docs here!