Solution
= Solution
Differentiating the ridge objective gives $(X^TX+λI)\widehat β=X^TY$, hence $\widehat μ=X(X^TX+λI)^{-1}X^TY=H_λY$.
= Solution
Differentiating the ridge objective gives $(X^TX+λI)\widehat β=X^TY$, hence $\widehat μ=X(X^TX+λI)^{-1}X^TY=H_λY$.