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 [email protected]
Rodrigo Salcedo Du Bois [email protected]
References:
Golan, A., Judge, G. G., & Miller, D. (1996). Maximum entropy econometrics: robust estimation with limited data. Chichester [England], Wiley.