c) Consider the vector of predictors x = (1.06931, -0.9703, -1.06931, 1.12871, 1.0297). Using your shrunk estimator B(λ') (as column vector) compute the Τ xT B(X'). predicted value ŷ = x d) Repeat b) for the regularization parameter taking value " determine B(λ"). = 13, that is, The following table contains output from a lasso fit to a linear model with d = 5 variables and n = 100 observations. Starting from the left, the columns are λ, and B1, ..., B5, i.e. each row has λ and the transposed column vector ẞ(λ). 0.00000 0.05470 0.13093 -0.04217 0.09980 -0.01947 1.39802 0.03968 0.11610 -0.01917 0.08656 0.00000 3.00093 0.02288 0.09856 5.70455 0.00000 0.06926 9.18968 0.00000 0.02941 12.13018 0.00000 0.00000 0.00000 0.06971 0.00000 0.00000 0.04054 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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c) Consider the vector of predictors x = (1.06931, -0.9703, -1.06931, 1.12871,
1.0297). Using your shrunk estimator B(λ') (as column vector) compute the
Τ
xT B(X').
predicted value ŷ = x
d) Repeat b) for the regularization parameter taking value "
determine B(λ").
= 13, that is,
Transcribed Image Text:c) Consider the vector of predictors x = (1.06931, -0.9703, -1.06931, 1.12871, 1.0297). Using your shrunk estimator B(λ') (as column vector) compute the Τ xT B(X'). predicted value ŷ = x d) Repeat b) for the regularization parameter taking value " determine B(λ"). = 13, that is,
The following table contains output from a lasso fit to a linear model with d = 5
variables and n = 100 observations. Starting from the left, the columns are λ,
and B1, ..., B5, i.e. each row has λ and the transposed column vector ẞ(λ).
0.00000
0.05470
0.13093
-0.04217 0.09980 -0.01947
1.39802 0.03968 0.11610 -0.01917 0.08656
0.00000
3.00093 0.02288 0.09856
5.70455 0.00000 0.06926
9.18968 0.00000 0.02941
12.13018 0.00000 0.00000
0.00000 0.06971
0.00000
0.00000 0.04054
0.00000
0.00000 0.00000
0.00000 0.00000 0.00000
0.00000
Transcribed Image Text:The following table contains output from a lasso fit to a linear model with d = 5 variables and n = 100 observations. Starting from the left, the columns are λ, and B1, ..., B5, i.e. each row has λ and the transposed column vector ẞ(λ). 0.00000 0.05470 0.13093 -0.04217 0.09980 -0.01947 1.39802 0.03968 0.11610 -0.01917 0.08656 0.00000 3.00093 0.02288 0.09856 5.70455 0.00000 0.06926 9.18968 0.00000 0.02941 12.13018 0.00000 0.00000 0.00000 0.06971 0.00000 0.00000 0.04054 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
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