This commit is contained in:
Morten Hjorth-Jensen
2023-09-13 09:32:26 +02:00
parent 9332071aa5
commit 777c5e79a0
2 changed files with 27 additions and 21 deletions
+1 -1
View File
@@ -81,7 +81,7 @@ Show that
!bt
\[
\mathbb{E} \big[ \hat{\bm{\beta}}^{\mathrm{Ridge}} \big]=(\mathbf{X}^{T} \mathbf{X} + \lambda \mathbf{I}_{pp})^{-1} (\mathbf{X}^{\top} \mathbf{X})\
\bm{\beta}^{\mathrm{OLS}}.
\bm{\beta}}.
\]
!et
We see clearly that
File diff suppressed because one or more lines are too long