Question: Consider the following linear regression model with only a covariate: One popular shrinkage estimator of '3 is the ridge estimator, defined as: argmin (Yi

Consider the following linear regression model with only a covariate: One popular shrinkage estimator of '3 is the ridge estimator, defined as: argmin (Yi Xi13)2 + \/32 "ridge where > 0 is a penalty term. That is, Fridge penalizes any deviation from 0. (a) Find the derivative of the objective function with respect to (3. (b) Derive an explicit formula for Fridge. (c) What happens if 0? What happens if X + DC?

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