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

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Author Info

  • Martin Wittenberg

    ()
    (University of Cape Town)

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.

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Bibliographic Info

Article provided by StataCorp LP in its journal Stata Journal.

Volume (Year): 10 (2010)
Issue (Month): 3 (September)
Pages: 315-330

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Handle: RePEc:tsj:stataj:v:10:y:2010:i:3:p:315-330

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Related research

Keywords: maxentropy; maximum entropy; minimum cross-entropy; survey calibration; sample weights;

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Cited by:
  1. Tack, Jesse B. & Ubilava, David, 2012. "The Effect of the El Nino Southern Oscillation on U.S. Corn Production and Downside Risk," 2012 Annual Meeting, February 4-7, 2012, Birmingham, Alabama 119785, Southern Agricultural Economics Association.

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