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5. Consider a linear regression Whose design matrix X is the identity matrix I. Provide the explicit relationships between the LSE, ridge estimator, and the
5. Consider a linear regression Whose design matrix X is the identity matrix I. Provide the explicit relationships between the LSE, ridge estimator, and the LASSO estimate, explain Why ridge estimate and LASSO estimate are shrinkage estimates, and explain how LASSO does model and variable selection. Explain how the optimal tuning parameter can be chosen for ridge regression and LASSO
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