The piecewise regression coefficient for LASSO seems inaccurate. I believe it should be $$y_i + \frac{\lambda\hat}{2}$$, if $$y_i < -\frac{\lambda\hat}{2}$$ (versus positive lambda-hat over 2), since otherwise it would be conflict with the condition above it
The piecewise regression coefficient for LASSO seems inaccurate. I believe it should be $$y_i + \frac{\lambda\hat}{2}$$, if $$y_i < -\frac{\lambda\hat}{2}$$ (versus positive lambda-hat over 2), since otherwise it would be conflict with the condition above it