(e) Use Equation 8.17 to obtain an approximate value of var(????2). From the way in which the data were specified, what do you know of the true value of var(????2)? For each sample, use Equation 8.18 to obtain shrunk s2i

, and Equation 8.21 to obtain ????i. Obtain median(????) and var(b), and hence from Equation 8.24 obtain var(????). Hence from Equation 8.25 obtain shrunk bi for each sample.

(f) For each sample, calculate abs(shrunk b1i − mean(b1)). Plot these values against SEb1i

, and obtain the correlation coefficient between these two variables and the corresponding p-value. Compare these results with those obtained in Part (d).