Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2025/iii/paper-218/5/e/solution

Let , let
and recover the sufficient cross-products from the model1 normal equations by setting and . Then
is the total squared residual about the fixed line. The squared sum of the ten residuals within each person, summed across people, is
For 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-likelihood
Because the model was fitted with REML = FALSE, it minimizes this ordinary marginal maximum-likelihood objective. Thus belongs to the stated argmin over and .

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