EconPapers    
Economics at your fingertips  
 

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

Martin Wittenberg ()

Stata Journal, 2010, vol. 10, issue 3, 16

Abstract: 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)
Date: 2010
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5) Track citations by RSS feed

Downloads: (external link)
http://ageconsearch.umn.edu/record/159015/files/sjart_st0196.pdf (application/pdf)

Related works:
Journal Article: An introduction to maximum entropy and minimum cross-entropy estimation using Stata (2010) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ags:stataj:159015

DOI: 10.22004/ag.econ.159015

Access Statistics for this article

More articles in Stata Journal from StataCorp LP
Bibliographic data for series maintained by AgEcon Search ().

 
Page updated 2019-12-24
Handle: RePEc:ags:stataj:159015