Question: Suppose we estimate the regression coefficients in a linear regression model by minimizing 2 for a particular value of s. For parts (a) through (e),
Suppose we estimate the regression coefficients in a linear regression model by minimizing 2 for a particular value of s. For parts (a) through (e), indicate which of i. through v. is correct. Justify your answer. (a) As we increase s from 0, the training RSS will: i. Increase initially, and then eventually start decreasing in an inverted U shape. ii. Decrease initially, and then eventually start increasing in a U shape. iii. Steadily increase. iv. Steadily decrease. v. Remain constant. (b) Repeat (a) for test RSS. (c) Repeat (a) for variance (d) Repeat (a) for (squared) bias. (e) Repeat (a) for the irreducible error
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