Question: PLEASE SOLVE THIS PROBLEM 3.24. Consider the linear regression model described by y = 1nl + E, E ~ (0,02In), where in stands for the

PLEASE SOLVE THIS PROBLEM PLEASE SOLVE THIS PROBLEM 3.24. Consider the linear regression model described by

3.24. Consider the linear regression model described by y = 1nl + E, E ~ (0,02In), where in stands for the n x 1 vector whose every element is 1. (n-1)k (a) The jackknifed ridge estimator for u is given as im = ik+ -uk. nan - 1+ k) (b) Show that (for the case p >1 and k > 0) the absolute value of the bias of the jackknifed ridge estimator is smaller than the absolute value of the bias of the ridge estimator fix. where x = -y. ntki n

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