You have a sample of size n = 1 with data y₁ = 2 and ₁= 1. You are interested in the value of 3 in the regression Y = XB+ u. (Note there is no intercept.) (a) Plot the sum of squared residuals (y₁ - bx₁)² as function of b. Use the range x₁ € [−2,5] for your plot, and combine all plots of this exercise in one figure. (Use any software you prefer. Excel is one option.) BOLS = 2. (b) Show that the least squares estimate of 3 is 3 (c) Using ALasso = 1, plot the Lasso penalty term XLasso [b] as a function of b.
You have a sample of size n = 1 with data y₁ = 2 and ₁= 1. You are interested in the value of 3 in the regression Y = XB+ u. (Note there is no intercept.) (a) Plot the sum of squared residuals (y₁ - bx₁)² as function of b. Use the range x₁ € [−2,5] for your plot, and combine all plots of this exercise in one figure. (Use any software you prefer. Excel is one option.) BOLS = 2. (b) Show that the least squares estimate of 3 is 3 (c) Using ALasso = 1, plot the Lasso penalty term XLasso [b] as a function of b.
College Algebra
7th Edition
ISBN:9781305115545
Author:James Stewart, Lothar Redlin, Saleem Watson
Publisher:James Stewart, Lothar Redlin, Saleem Watson
Chapter1: Equations And Graphs
Section: Chapter Questions
Problem 10T: Olympic Pole Vault The graph in Figure 7 indicates that in recent years the winning Olympic men’s...
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