We fit a ridge regression model to some data for λ=10 and λ=100 and we obtain the coefficients vector estimates b1 and b2 respectively. Then b1 is either more sparse than b2, or as sparse as b2. b2 is either more sparse than b1, or as sparse as b1. The L2 norm of b2 is less or equal to the L2 norm of b1. The L2 norm of b1 is less or equal to the L2 norm of b2.

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  1. We fit a ridge regression model to some data for λ=10 and λ=100 and we obtain the coefficients vector estimates b1 and b2 respectively. Then

       

    b1 is either more sparse than b2, or as sparse as b2.

       

    b2 is either more sparse than b1, or as sparse as b1.

       

    The L2 norm of b2 is less or equal to the L2 norm of b1.

       

    The L2 norm of b1 is less or equal to the L2 norm of b2.

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