A.1 Consider the steering wheel torque in Example A.1.

(a) Calculate the average loss without using the estimated model. Compare with the results of Example A.1. If possible, divide this average loss into its components.

(b) Since there are fairly few vehicles with a steering wheel torque of 3.5, but many with 8.5, the latter should have a higher weight than the first one.

Make use of weighted regression to estimate the loss function and compare with the one in Example A.1.

(c) Calculate confidence bands for the original loss function.