True values of the unknown parameters

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An experimental investigation over a narrow range of the independent variable x yielded the following paired data: (x1 = 1.9, y1 = 4.89); (x2 = 2.0, y1 = 4.95) and (x3 = 2.1, y3 = 5.15). It is postulated that the relationship between y and x is the two-parameter model y = θ0 + θ1x + α

(i) First, con?rm that the true values of the unknown parameters are θ0 = 1 and θ1 = 2, by computing for each indicated value of xi, the theoretical responses ηi given by:

ηi = 1 + 2xi

and con?rming that within the limits of experimental error, the predicted ηi matches the corresponding experimental response, yi .

(ii) Next, obtain the data matrix X and con?rm that XT X is close to being singular, by computing the determinant of this matrix.

(iii) Determine the least squares estimates of θ0 and θ1 ; compare these to the true values given in (i).

(iv) Next compute three di?erent sets of ridge regression estimates for these param- eters using the the values k2 = 2.0, 1.0, and 0.5. Compare these ridge regression estimates to the true value.

(v) Plot on the same graph, the data, the regular least squares ?t and the best ridge regression ?t.

Reference no: EM131002815

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