Question: need help Consider the linear relationship Y = xB + &, where & ~ N (0, o' I, ) , BERP. 1. Now we have

need help

 need help Consider the linear relationship Y = xB + &,

Consider the linear relationship Y = xB + &, where & ~ N (0, o' I, ) , BERP. 1. Now we have a new criterion D = 2 )| | - 2logL, where L is the likelihood of the model. Write down the expression for D and AIC in the above mentioned specific model and compare the difference of them. ~ 2. Compare D with the loss function given by Lasso, and conclude the difference between the model selected by the AIC and with the D criterion. ~

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