wentropy
Stata command for weight calibration using max entropy.
Science Score: 44.0%
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Stata command for weight calibration using max entropy.
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README.md
wentropy
Stata command for weight calibration using max entropy. Builds upon Martin Wittenberg's maxentropy command by implementing different solvers.
The command implements a cross-entropy algorithm for weight calibration. The command relies on 2 separate solvers to find weights that satisfy the constraints provided by the user.
Authors:
Paul Corral The World Bank - Poverty and Equity Global Practice Washington, DC pcorralrodas@worldbank.org
Rodrigo Salcedo Du Bois rsalcedo@gmail.com
References:
Golan, A., Judge, G. G., & Miller, D. (1996). Maximum entropy econometrics: robust estimation with limited data. Chichester [England], Wiley.
Owner
- Name: Paul Corral
- Login: pcorralrodas
- Kind: user
- Location: Accra, Ghana
- Company: The World Bank
- Twitter: CorralPaul
- Repositories: 7
- Profile: https://github.com/pcorralrodas
Senior Economist, The World Bank
Citation (CITATION.cff)
# This CITATION.cff file was generated with cffinit.
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cff-version: 1.2.0
title: wentropy
message: >-
If you use this software, please cite it using the
metadata from this file.
type: software
authors:
- given-names: Paul
family-names: Corral Rodas
email: pcorralrodas@worldbank.org
affiliation: Poverty and Equity Global Practice - World Bank
- given-names: Rodrigo
family-names: Salcedo DuBois
email: rsalcedo@gmail.com