Problem 3. [SW 14.10] 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. You can choose your own range for b, one reasonable choice is b € [-2,5]. (Use any software you prefer. Excel is one option.) OLS (b) Show that the least squares estimate of 3 is 3 = 2. (c) Using Lasso = 1, plot the Lasso penalty term XLasso b as a function of b. 2 (d) Using Lasso = 1, plot the Lasso penalized sum of squared residuals (y₁ - br₁)² + XLasso |b|. Please put all three lines in one plot. Lasso (e) Find the value of 3 (f) Using Lasso = 0.5, repeat (c) and (d) (put both lines in one plot). Find the value of (g) Using ALasso = 5, repeat (c) and (d) (put both lines in one plot). Find the value of B Lasso Lasso
Problem 3. [SW 14.10] 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. You can choose your own range for b, one reasonable choice is b € [-2,5]. (Use any software you prefer. Excel is one option.) OLS (b) Show that the least squares estimate of 3 is 3 = 2. (c) Using Lasso = 1, plot the Lasso penalty term XLasso b as a function of b. 2 (d) Using Lasso = 1, plot the Lasso penalized sum of squared residuals (y₁ - br₁)² + XLasso |b|. Please put all three lines in one plot. Lasso (e) Find the value of 3 (f) Using Lasso = 0.5, repeat (c) and (d) (put both lines in one plot). Find the value of (g) Using ALasso = 5, repeat (c) and (d) (put both lines in one plot). Find the value of B Lasso Lasso
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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Part G only. It should be one figure with two lines.
![Problem 3. [SW 14.10]
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. You can choose your own range
for b, one reasonable choice is b = [-2,5]. (Use any software you prefer. Excel is one option.)
(b) Show that the least squares estimate of 3 is 3
SOLS
(c) Using Lasso = 1, plot the Lasso penalty term XLasso b as a function of b.
Lasso
2
(d) Using Lasso = 1, plot the Lasso penalized sum of squared residuals (y₁ − bx₁)² + Lasso |b|.
Please put all three lines in one plot.
(e) Find the value of 3
= 2.
Lasso
(f) Using Lasso
=
= 0.5, repeat (c) and (d) (put both lines in one plot). Find the value of 3
(g) Using Lasso = 5, repeat (c) and (d) (put both lines in one plot). Find the value of
Lasso](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F61ff295b-afd4-43c3-8ed2-2cc17b9c2249%2Fb8e49b71-9ad4-4027-83e6-54310cbbabf3%2Flsefw8h_processed.png&w=3840&q=75)
Transcribed Image Text:Problem 3. [SW 14.10]
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. You can choose your own range
for b, one reasonable choice is b = [-2,5]. (Use any software you prefer. Excel is one option.)
(b) Show that the least squares estimate of 3 is 3
SOLS
(c) Using Lasso = 1, plot the Lasso penalty term XLasso b as a function of b.
Lasso
2
(d) Using Lasso = 1, plot the Lasso penalized sum of squared residuals (y₁ − bx₁)² + Lasso |b|.
Please put all three lines in one plot.
(e) Find the value of 3
= 2.
Lasso
(f) Using Lasso
=
= 0.5, repeat (c) and (d) (put both lines in one plot). Find the value of 3
(g) Using Lasso = 5, repeat (c) and (d) (put both lines in one plot). Find the value of
Lasso
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