Question: Estimate model parameters for the Hald cement data (Table B.21) using principal - component regression. a. What is the loss in R2 for this model

Estimate model parameters for the Hald cement data (Table B.21) using principal - component regression.

a. What is the loss in R2 for this model compared to least squares?

b. How much shrinkage in the coeffi cient vector has resulted?

c. Compare the principal - component model with the ordinary ridge model developed in Problem 9.17. Comment on any apparent differences in the models.

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