EconPapers    
Economics at your fingertips  
 

Inequality restricted maximum entropy estimation using Stata

Randall Campbell () and Carter Hill
Additional contact information
Randall Campbell: Mississippi State University

2013 Stata Conference from Stata Users Group

Abstract: We use Stata to obtain the linear maximum entropy estimator developed by Golan, Judge and Miller (1996). We use the STATA optimize function to illustrate maximum entropy estimation in an unrestricted linear regression model. Next, we estimate the model with parameter inequality restrictions to replicate the Monte Carlo experiments in Campbell and Hill (2006). We generate data under varying design characteristics, and estimate the parameters using maximum entropy and least squares estimation, both with and without parameter inequality restrictions.

Date: 2013-08-01
References: Add references at CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://repec.org/norl13/campbell.pdf (application/pdf)

Related works:
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:boc:norl13:20

Access Statistics for this paper

More papers in 2013 Stata Conference from Stata Users Group Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().

 
Page updated 2022-09-24
Handle: RePEc:boc:norl13:20