Question: (b) An estimate of function g in regression model yi 9 (2) + Ei can be obtained by locally fitting the mean. Write down the

(b) An estimate of function g in regression model yi 9

(b) An estimate of function g in regression model yi 9 (2) + Ei can be obtained by locally fitting the mean. Write down the weighted sum of squared errors for this case. (3 marks) (c) Derive a local mean estimator of the regression function g by minimizing the weighted sum of squared errors from part (b)

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