An introduction to maximum entropy and minimum cross-entropy estimation using Stata
Martin Wittenberg
University of Cape Town
School of Economics
Cape Town, South Africa
[email protected]
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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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Martin Wittenberg
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maxentropy, maximum entropy, minimum cross-entropy, survey calibration, sample weights
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