Regression Penalties

  • Due No due date
  • Points 10
  • Questions 10
  • Time Limit None
  • Allowed Attempts Unlimited

Instructions

Suppose we are given some data

X= LaTeX: \begin{matrix}1&1\\0&2\\1&1\\-2&-2\\0&1\\-5&-5\end{matrix} 1 1 0 2 1 1 2 2 0 1 5 5

and values

Y=LaTeX: \begin{matrix}2\\-3\\3\\-5\\0\\-9\end{matrix} 2 3 3 5 0 9

Using ordinary least squares regression we get the following weights LaTeX: w_1=3, w_2=-1 w 1 = 3 , w 2 = 1 w1=3,w2=1  (rounded to nearest integer for simplicity)

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