Weekly exercises

Week 38 (September 17)

• Exercises 3.6, 3.16, 3.19 (not the question about PLS), 7.7, 7.9
  • Sol_3.6_3.16_3.19 . Sol_7.7 , Code_7.9
• Starting from exercise 3.17: (i) include lasso as well; (ii) add 4 columns to Table 3.3 with the results for non-negative garrote, SCAD, adaptive lasso and elastic-net (using prostate data); (iii) repeat exercise 3.17 using logistic (penalized) regression for (weighted) LS, best subset, lasso and ridge regression; 
  • For this part, you can use the script ex_3_7_logistic.r.
  • Rcode_3.17(extended)

Week 37 (September 10)

• Pen-and-paper: 3.3(a),7.1, 7.4, 7.5 and 7.6
  • Sol:  3.3a , 7.1, 7.4 (source: Weatherwax, J. L., & Epstein, D. (2013).), 7.5, 7.6
• extra exercise (here the R code to download the data)
  • RCode

Week 35 (August 27-28)

• This week, both Tuesday and Wednesday are used for exercises. The Tuesday exercises are mainly for those that not have taken STK2100 earlier (but can be a good repetition for everyone).
• On Tuesday, exercises 1 , 2, 4 from the STK2100 exercise set. 
  • Solutions: Pdf, coding.
• On Wednesday:
  • Pen-and paper: 2.3, 2.5, 2.7 (except (d), 2.9 from the textbook
    • Sol
  • Coding: 2.8 from the textbook
    • RCode