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Inequality restricted maximum entropy estimation using Stata


  • Randall Campbell

    () (Mississippi State University)

  • R. Carter Hill

    (Louisiana State University)


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.

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  • Randall Campbell & R. Carter Hill, 2013. "Inequality restricted maximum entropy estimation using Stata," 2013 Stata Conference 20, Stata Users Group.
  • Handle: RePEc:boc:norl13:20

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    5. Aaberge, Rolf & Dagsvik, John K & Strom, Steinar, 1995. " Labor Supply Responses and Welfare Effects of Tax Reforms," Scandinavian Journal of Economics, Wiley Blackwell, vol. 97(4), pages 635-659, December.
    6. Arne Risa Hole, 2007. "Fitting mixed logit models by using maximum simulated likelihood," Stata Journal, StataCorp LP, vol. 7(3), pages 388-401, September.
    7. Arthur van Soest, 1995. "Structural Models of Family Labor Supply: A Discrete Choice Approach," Journal of Human Resources, University of Wisconsin Press, vol. 30(1), pages 63-88.
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