Simulations with ridge. Let ß be a real vector of length p and let x, y be random variables such that the entries of x are i.i.d. Rademacher random variables (i.e., +1 with probability 0.5 and -1 with probability 0.5) and y = Bx + e where e ~ N(0, 1).
- 4a is a theoretical proof (Solution-4a.png)
- 4b requires simulating data using computational programming Solution-4b
- Source code for 4b is locate in docs/Solution-4b.qmd