# Linear Regression Model Assignment | Professional Writing Services

Consider a linear regression model with p parameters, fit by least squares to a set of training data (x1; y1);: : : ; (xN; yN) drawn at random from a population. Let B be the least-squares estimate.

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Suppose wehave some test data (~x1; ~y1); : : : ; (~xM; ~yM) drawn at random from thesame population as the training data. If Rtr(B) = 1NPN1 (yi – BT xi)2and Rte(B) = 1MPM1 (~yi ô€€€ T ~xi)2, prove thatE[Rtr( ^ )] E[Rte( ^ )];where the expectations are over all that is random in each expression.

4. Consider a linear regression model with p parameters, t by least squares to a set of trainingdata (x1; y1); : : : ; (xN; yN) drawn at random from a population. Let β ^ be the least squares…

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