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 valueof 3 in the regression Y = XB+ u. (Note there is no intercept.)(a) Plot the sum of squared residuals (y₁ – br₁)² as function of b. Use the range x₁ € [−2,5] foryour plot, and combine all plots of this exercise in one figure. (Use any software you prefer.Excel is one option.)(b) Show that the least squares estimate of ß is BOLS = 2.(c) Using ›Lasso = 1, plot the Lasso penalty term XLasso b as a function of b.(d) Using Lasso = 1, plot the Lasso penalized sum of squared residuals (y₁ - bx₁)² + XLasso |b|.(e) Find the value ofLassoLasLasso(f) Using Lasso = 0.5, repeat (c) and (d). Find the value of B(g) Using Lasso = 5, repeat (c) and (d). Find the value of Lasso(h) Use the graphs that you produced in (a)-(d) for the various values of ALasso to explain why alarger value of Lasso results in more shrinkage of the OLS estimate.

Note: In case of multiple questions, as per the guidelines, answer to first three subparts will be…

Answered: You have a sample of size n = 1 with…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Interpret the intercept and the coefficients of D1 and D2 in the regression above.
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