Question: 2. Consider a linear smooth f = Sy where S is a linear smoother and y = (Y1, . .., Ym)?. Let b = f

2. Consider a linear smooth f = Sy where S is

2. Consider a linear smooth f = Sy where S is a linear smoother and y = (Y1, . .., Ym)?. Let b = f - E(Sy) be the bias vector. Show that n 1 MSE = var(f(Xi)) + - n n trace(SST) bib = 02 + n n 1 PSE = [MY* - f(Xi)}2 n i=1 trace(SS ) 1 2 bb = $1+ + n n where Y* is a new observation

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2. Find out if there are other reference points that can be used as reasonable alternatives.

1. Identify your reference point when making a decision based on an element of risk.

3. If there are reasonable alternatives, think about your decisions based on the different reference points and see if there are any contradictions in the decisions.