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

Type Journal Article - The Stata Journal
Title An introduction to maximum entropy and minimum cross-entropy estimation using Stata
Author(s)
Volume 10
Issue 3
Publication (Day/Month/Year) 2010
Page numbers 315-330
URL http://www.stata-journal.com/article.html?article=st0196
Abstract
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.

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