Problem Let m assume that the dal...re gener.d according to a true model y, = .1...n. Assuue that x, are fixed, and E, N(0,9 independently (1) Let S =EL x,y,/ EL be the le. squares .ituator Show that...

Problem Let m assume that the dal...re gener.d according to a true model y, = .1...n. Assuue that x, are fixed, and E, N(0,9 independently (1) Let S =EL x,y,/ EL be the le. squares .ituator Show that
Show that
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N(0 1) 4VEL-3.4 (2) Lot =EL(m—A.))21(» —1). S... ).“E(d')= ,rz = — (3) Let EL,NAEL + be the shl.,age estator fion, the .a wjj) nna v.0), . well as the mean squared error ei(Ai — (hi the mean squared mar is + bias2).