cleaning up

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Morten Hjorth-Jensen
2023-09-11 06:29:12 +02:00
parent bdb05e6316
commit c89e87a5e5
7 changed files with 181 additions and 181 deletions
+1 -1
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@@ -178,7 +178,7 @@ It is rather straightforward to show that
\]
!et
We see clearly that
$\mathbb{E} \big[ \bm{\beta}^{\mathrm{Ridge}} \big] \not= \bm{\beta}^{\mathrm{OLS}}$ for any $\lambda > 0$. We say then that the ridge estimator is biased.
$\mathbb{E} \big[ \bm{\beta}^{\mathrm{Ridge}} \big] \not= \bm{\beta}^{\mathrm{OLS}}$ for any $\lambda > 0$.
We can also compute the variance as