R question
Question 1
The following question is from ISLR 6.8 Exercises.
Suppose we estimate the regression coefficients in a linear regression model by minimizing
Xn
i=1
yi − β0 −
Xp
j=1
βijxij
2
subject to Xp
j=1
|βj | ≤ s
for a particular value of s. For parts (2.1) through (2.5), indicate whihc of i. through v. is correct. Justify
your answer.
1.1) As we increase s from 0, the training RSS (residual sum of squares) will:
i. Increase initially, and then eventually start decreasing in an inverted U shape.
ii. Decrease initially, and then eventually start increasing in a U shape.
iii. Steadily increase.
iv. Steadily decrease.
v. Remain constant.
DETAILED ASSIGNMENT
