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EP 0 2 2 y = XpBp + s * ( p ) Xp n x p Bp p Br m - p

EP02
2 y= XpBp+s*(p ) Xp n x p Bp p "" Br m - p "" y=X+Pt+s (m m>p) XtBt = XpBp + XrBr Xp n x (m - p) By m - p e 62 d MSE() y o21 MSE(;)- Var(yz)1 Bias2(;) o20202+(n-p)(62-02) p+(1)22 p (1) T (a)[3]=(1,...,n)= Xp(x, xp)-1xJy= Hpy Var (yz)= o-tr(Hp)= i=1 tr(A) A Hp = Xp(x, xp)-1x 1 Var(uz) p.02(b)[5 marks] Hp E(y)= XtBt Bias?(z)=8,7 x,"(I - Hp)XrBr.1 n (c)[4] o2 y (1 Xp(x, xp)-1x2) n-p o2 y Ay T (n p)E(2202)=B,1 x"(I Hp)XrBr(d)[2](b)(c)(z) Li=102 IS (n-p)(62-0202

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