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The following table contains output from a lasso fit to a linear model with d=5 variables and n=55 observations. Starting from the left, the columns
The following table contains output from a lasso fit to a linear model with d=5 variables and n=55 observations. Starting from the left, the columns are , and 1,,5, i.e. each row has and the transposed column vector (). For each of the required computations below, briefly report your procedure and the required quantity. a) For each row in the table, compute s, the proportion of shrinkage defined as s=s()=()1/max()1. b) Consider =14.700075. Note that is the intermediate value between =9.17498 and =20.22517 of the 4th and 5th rows above. Using this value of , compute and report the shrunk estimator (). c) Give the proportion of shrinkage s() for the shrunk estimator ()
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