Calculating the ridge parameter for given ridge estimates

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面向向阳花
面向向阳花 2020-11-30 11:09

Suppose response and covariate data are:
(1.4, 0.0), (1.4, -2.0), (0.8, 0.0), (0.4,2.0).
I want to find the ridge parameter k, for which the ridge estimates are

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