# Tagged Questions

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### How to generalize uncertainty coefficient to set-valued classes?

This question is the reason I asked How to estimate the entropy of a distribution on a power set? Proficiency (AKA uncertainty coefficient) is an information-theoretic measure of predictor quality, ...
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### How to estimate the entropy of a distribution on a power set?

Given a probability distribution $(X,p)$, its entropy is defined as $H=-\sum_{x\in X} p(x)\log p(x)$. Given a sample of observations $x_n,n=1..N$, one can estimate $p(x)=\frac{\#\{i:x_i=x\}}{N}$ and ...
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### What are Effective Regression Techniques for Linguistic Analysis of Linked Data?

I am in the early stages of a problem that involves parsing a large number ($\approx 5 \times 10^9$) of documents (web pages) and estimating values from them. In particular I need to identify pages ...
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### Is an unbiased estimator with arbitrarily small variance necessarily consistent?

Given an unbiased estimator $\hat \theta_n$ of a parameter $\theta$, if the estimator has small variance (approaching $0$ as $n\to\infty$), it seems reasonable to expect that the estimator is ...
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### Why does the OLS estimator simplify as follows for the single regressor case?

I was reading in "A Guide to Econometrics" that given $Y = X \beta + \epsilon$, the variance covariance matrix of $\beta^\text{OLS}$ is given by $\sigma^2 (X' X)^{-1}$ where $\sigma^2$ is the variance ...
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### Why doesn't Stein effect happen for multinomial distributions?

(Medeen, et all, 1998)" show that Maximum Likelihood estimate is admissible for multinomial distribution under squared error. On other hand, James and Stein showed that arithmetic average is not an ...