Question: We fit a ridge regression model to some data for =10 and =100 and we obtain the coefficients vector estimates b1 and b2 respectively. Then
We fit a ridge regression model to some data for =10 and =100 and we obtain the coefficients vector estimates b1 and b2 respectively. Then
The L2 norm of b2 is less or equal to the L2 norm of b1.
b1 is either more sparse than b2, or as sparse as b2.
b2 is either more sparse than b1, or as sparse as b1.
The L2 norm of b1 is less or equal to the L2 norm of b2.
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