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我了解当模型为Y = X β + ϵ 时,如何计算 β 的岭估计量的偏差和方差。但我有模型Y = X t β + ϵ。我不明白这样的模型是否有意义,有人可以帮助我吗?如果是,如何推导出 β 的岭估计量的偏差和方差?
谢谢!