An introduction to maximum entropy and minimum cross-entropy estimation using Stata

Maximum entropy and minimum cross-entropy estimation are applica- ble when faced with ill-posed estimation problems. I introduce a Stata command that estimates a probability distribution using a maximum entropy or minimum cross-entropy criterion. I show how this command can be used to calibrate survey data to various population totals. Copyright 2010 by StataCorp LP.

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Year of publication:	2010
Authors:	Wittenberg, Martin
Published in:	Stata Journal. - StataCorp LP. - Vol. 10.2010, 3, p. 315-330
Publisher:	StataCorp LP
Subject:	maxentropy \| maximum entropy \| minimum cross-entropy \| survey calibration \| sample weights

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Type of publication:	Article
Notes:	to access software from within Stata, net describe http://www.stata-journal.com/software/sj10-3/st0196/
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008677211