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

Martin Wittenberg

Stata Journal, 2010, vol. 10, issue 3, 315-330

Abstract: 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.

Keywords: maxentropy; maximum entropy; minimum cross-entropy; survey calibration; sample weights (search for similar items in EconPapers)
Date: 2010
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