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

By Martin Wittenberg

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.maxentropy, maximum entropy, minimum cross-entropy, survey calibration, sample weights

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