Golan, Amos; Lee, Tae Hwy; Mao, Millie Yi; Ullah, Aman - 2023
We develop an estimation procedure of multiple regression function and its derivatives (formarginal e¤ects) based on multivariate maximum entropy (ME) density estimation. The relevantmoments and cross moments conditions are selected to be inlcuded in the inferred distribution.Finite sample and...