Question: Constant predictions 3. (9 points) One model that is even simpler than the linear model we talked about in lecture is the constant model 3}

 Constant predictions 3. (9 points) One model that is even simpler

than the linear model we talked about in lecture is the constant

Constant predictions 3. (9 points) One model that is even simpler than the linear model we talked about in lecture is the constant model 3} = a, i.e. we predict exactly the same 3; for every observation. We might do this if we had no predictor variables. Or, if our predictor variable were categorical (eg, gender; or treatment vs. control group), we might make a different prediction for each gender, estimating a constant model within each group. One benet of studying the constant model is that it is a simple context in which we can build our intuition for how different loss functions differ from each other. Assume that we observe yl, . . . ,yn, and we choose a to minimize the empirical risk of predicting a for every single 3;: so) = igloo) (a) (2 points) If we use the L2 loss L(y, 3}) = (gomg, show that the best-tting estimate is the sample mean; i.e., ti = 3]. (b) (3 points) If we use the L1 loss L(y, 3}) = |y jr}|, show that the besttting estimate is the sample median. To simplify the problem, you may assume that n is odd, so the median is well-dened

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