From this we observe Note that we have to remove the rows and columns of zeroes from the Σ$_{r}$ for r < D , and we use b and e for σ$_{b}$ and σ$_{e}$ respectively. Similarly, eq4 1 contains the forms for Σ − 1 r for r = 2 , 3 , 4. Precisely, the first 2 D − 1 rows correspond to the case r = 4, the next 2 D − 1 to r = 3, and so forth. Finally, eq4 4 contains the matrix cov( ˆ β$_{l}$ , ˆ β$_{l}$ | ω = ( L, . . . , L ) $^{T}$, ψ ). | S$_{r}$ | ∑ i =1 n | S$_{r}$ | X T $_{s$_{ri}$}$Σ − 1 r X$_{s}$$_{ri}$ ( r = 2 , 3 , 4) . eq4 3 and eq4 4 correspond to the case β = ( µ$_{0}$, π$_{2}$, . . . , π$_{D}$, τ$_{1}$, . . . , τ$_{D}$$_{−}$$_{1}$ ) $^{T}$. eq4 3 contains ACKNOWLEDGEMENTS This work was supported by the Wellcome Trust [grant number 099770/Z/12/Z to M.J.G.]; the Medi- cal Research Council [grant number MC UP 1302/2 to A.P.M.]; and the National Institute for Health Research Cambridge Biomedical Research Centre [MC UP 1302/6 to J.M.S.W.]. REFERENCES Bender, R. and Lange, S. (2001). Adjusting for Multiple Testing-When and How?, Journal of Clinical Epidemiology 54: 343-349. Fitzmaurice, G. M., Laird, N. M., and Ware, J. H. (2011). Applied Longitudinal Analysis , New Jersey: John Wiley & Sons. 35 Σ$_{2}$ =    σ 2 e + σ 2 b σ 2 b σ 2 b σ 2 e + σ 2 b    , Σ$_{3}$ =      σ 2 e + σ 2 b σ 2 b σ 2 b σ 2 b σ 2 e + σ 2 b σ 2 b σ 2 b σ 2 b σ 2 e + σ 2 b      , Σ$_{4}$ =        σ 2 e + σ 2 b σ 2 b σ 2 b σ 2 b σ 2 b σ 2 e + σ 2 b σ 2 b σ 2 b σ 2 b σ 2 b σ 2 e + σ 2 b σ 2 b σ 2 b σ 2 b σ 2 b σ 2 e + σ 2 b        .