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

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.


Issue Date:
2010
Publication Type:
Journal Article
DOI and Other Identifiers:
st0196 (Other)
PURL Identifier:
http://purl.umn.edu/159015
Published in:
Stata Journal, Volume 10, Number 3
Page range:
315-330
Total Pages:
16

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 Record created 2017-04-01, last modified 2017-08-27

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