FITS OF SUBJECT 10 THEOPHYLLINE DATA BY 3-STEP GLS FOR DIFFERENT THETA VALUES 
 
Initial fit of model by OLS 
 
OLS estimate of beta -0.3631225 -3.42827 -0.8241234 

 
Estimate of sigma squared 0.1848289 
Estimate of sigma 0.4299173 
 
 
3-step GLS fit of model with power 0.5 
 
Estimate of beta at 1 iterations -0.3403389 -3.429935 -0.8194656 
Estimate of beta at 2 iterations -0.3406548 -3.429893 -0.8195885 
Estimate of beta at 3 iterations -0.340651 -3.429894 -0.8195872 
Estimate of beta at 4 iterations -0.3406510 -3.429894 -0.8195872 
Estimate of beta at 5 iterations -0.3406510 -3.429894 -0.8195872 
Estimate of beta at 6 iterations -0.3406510 -3.429894 -0.8195872 
Estimate of beta at 7 iterations -0.3406510 -3.429894 -0.8195872 
Estimate of beta at 8 iterations -0.3406510 -3.429894 -0.8195872 
Estimate of beta at 9 iterations -0.3406510 -3.429894 -0.8195872 
Estimate of beta at 10 iterations -0.3406510 -3.429894 -0.8195872 
Estimate of beta at 11 iterations -0.3406510 -3.429894 -0.8195872 
Estimate of beta at 12 iterations -0.3406510 -3.429894 -0.8195872 
Estimate of beta at 13 iterations -0.3406510 -3.429894 -0.8195872 
Estimate of beta at 14 iterations -0.3406510 -3.429894 -0.8195872 
Estimate of beta at 15 iterations -0.3406510 -3.429894 -0.8195872 
Estimate of beta at 16 iterations -0.3406510 -3.429894 -0.8195872 
Estimate of beta at 17 iterations -0.3406510 -3.429894 -0.8195872 
Estimate of beta at 18 iterations -0.3406510 -3.429894 -0.8195872 
Estimate of beta at 19 iterations -0.3406510 -3.429894 -0.8195872 
Estimate of beta at 20 iterations -0.3406510 -3.429894 -0.8195872 

 
Estimate of sigma squared 0.02161749 
Estimate of sigma 0.1470289 
 
 
3-step GLS fit of model with power 1 
 
Estimate of beta at 1 iterations -0.3281887 -3.428453 -0.8186696 
Estimate of beta at 2 iterations -0.3289084 -3.428441 -0.8189877 
Estimate of beta at 3 iterations -0.3288965 -3.428441 -0.8189831 
Estimate of beta at 4 iterations -0.3288967 -3.428441 -0.8189832 
Estimate of beta at 5 iterations -0.3288967 -3.428441 -0.8189832 
Estimate of beta at 6 iterations -0.3288967 -3.428441 -0.8189832 
Estimate of beta at 7 iterations -0.3288967 -3.428441 -0.8189832 
Estimate of beta at 8 iterations -0.3288967 -3.428441 -0.8189832 
Estimate of beta at 9 iterations -0.3288967 -3.428441 -0.8189832 
Estimate of beta at 10 iterations -0.3288967 -3.428441 -0.8189832 
Estimate of beta at 11 iterations -0.3288967 -3.428441 -0.8189832 
Estimate of beta at 12 iterations -0.3288967 -3.428441 -0.8189832 
Estimate of beta at 13 iterations -0.3288967 -3.428441 -0.8189832 
Estimate of beta at 14 iterations -0.3288967 -3.428441 -0.8189832 
Estimate of beta at 15 iterations -0.3288967 -3.428441 -0.8189832 
Estimate of beta at 16 iterations -0.3288967 -3.428441 -0.8189832 
Estimate of beta at 17 iterations -0.3288967 -3.428441 -0.8189832 
Estimate of beta at 18 iterations -0.3288967 -3.428441 -0.8189832 
Estimate of beta at 19 iterations -0.3288967 -3.428441 -0.8189832 
Estimate of beta at 20 iterations -0.3288967 -3.428441 -0.8189832 

 
Estimate of sigma squared 0.002503675 
Estimate of sigma 0.05003673