An introduction to maximum entropy and minimum cross-entropy estimation using Stata
Martin Wittenberg ()
Stata Journal, 2010, vol. 10, issue 3, 16
Maximum entropy and minimum cross-entropy estimation are applicable 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.
Keywords: Research; Methods/; Statistical; Methods (search for similar items in EconPapers)
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Journal Article: An introduction to maximum entropy and minimum cross-entropy estimation using Stata (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:stataj:159015
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