申論題

5. In Econometrics, nowaday ridge, lasso, and elastic net are widely used. In general, for the following estimating equation:

an elastic net regression can be written as:

where λ₁ ≥ 0 and λ₂ ≥ 0. When λ₁ = 0, the elastic net reduces to a ridge； when λ₂ = 0, the elastic net reduces to a lasso.
For simplicity, Ray consider a one-dimensional ridge. That is, for 1 ＞ 0, let

Determine , the ridge estimator for B.