Employing the artificial data generated in Exercise 18 3, use Equation 18 3 (on page 539) to compute the average squared error (ASE) of the local linear regression estimator for various spans between s 0 05 and s 0 95, drawing a graph of ASEs versus s What span produces the smallest ASE Does this confirm your visual selection of the span of the local linear estimator in Exercise 18 3

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Question: *Employing the artificial data generated in Exercise 18.3, use Equation 18.3 (on page 539) to compute the average squared error (ASE) of the local-linear regression

*Employing the artificial data generated in Exercise 18.3, use Equation 18.3 (on page 539) to compute the average squared error (ASE) of the local-linear regression estimator for various spans between s ¼ 0:05 and s ¼ 0:95, drawing a graph of ASEðsÞ versus s. What span produces the smallest ASE? Does this confirm your visual selection of the span of the local-linear estimator in Exercise 18.3?

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