6 Find the frequentist risk under squared error loss (i e , the MSE) for the estimator da,c(x) a cX What true values of favor choosing a small value of c (high degree of shrinkage) Does your answer change if n is large

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Question: 6. Find the frequentist risk under squared error loss (i.e., the MSE) for the estimator da,c(x) = a+cX. What true values of favor choosing

6. Find the frequentist risk under squared error loss (i.e., the MSE) for the estimator da,c(x) = a+cX¯. What true values of θ favor choosing a small value of c (high degree of shrinkage)? Does your answer change if n is large?

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