Question: Estimate the model parameters for the gasoline mileage data using principal - component regression. a. How much has the residual sum of squares increased compared

Estimate the model parameters for the gasoline mileage data using principal -

component regression.

a. How much has the residual sum of squares increased compared to least squares?

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

c. Compare the principal - component and ordinary ridge models (Problem 9.19). Which model do you prefer?

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