Question: Estimate the model parameters for the gasoline mileage data using principalcomponent regression. a. How much has the residual sum of squares increased compared to least
Estimate the model parameters for the gasoline mileage data using principalcomponent regression.
a. How much has the residual sum of squares increased compared to least squares?
b. How much shrinkage in the coefficient vector has resulted?
c. Compare the principal-component and ordinary ridge models (Problem
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