Standard Error of Estimate

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Standard Error of Estimate
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Suppose Yi1 denotes a pre-treatment score and
Yi2 denotes a post-treatment score on the ith individual,i= 1,...,N.
For i= 1,...,N and j= 1,2,let E (Yij) = τj,Var (Yij) = σ2 ,
and Corr (Yi1,Yk2) = ρ if i=k,and 0 if i ≠ k.
(a) Estimate the parameters τ1 and τ2 in this linear model.
(b) How will you obtain the estimated standard errors of the estimates in (a)?
Reference:
Title:A First Course in Linear Model Theory
Author:Nalim Ravishankar & Dipak K.Dey
Publisher:Chapman & Hall / CRC
ISBN:9781584882476
.

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