(Answered) Question 1 show that the ridge estimator is the solution to

Statistics

Question 1. Show that the ridge estimator is the solution to the problem

Minimize_β (β - β^{^})' X'X(β - β^{^})

subject to ββ' ≤ d².

Question 2. Show that the least squares estimate of β (say β^{^}_(-i) with the ith observation deleted can be written in terms of the estimate based on all n points as

β^{^}_(-i) = β^{^}- e_i/(1-h_ii).(X'X)^-1x_i

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