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The Stata Journal
Volume 10 Number 3: pp. 315-330

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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
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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