SHAZAM Questions and Answers (Q&A) - RSS feedhttp://community.econometrics.com/questions/SHAZAM Econometrics, Statistics and Analytics Communityen<font color="white">Copyright <b>SHAZAM Analytics, 2018</b></font>Tue, 17 May 2011 10:05:32 +0000How to perform Generalized Maximum Entropy?http://community.econometrics.com/question/203/how-to-perform-generalized-maximum-entropy/**A SHAZAM user asked:**
I want to estimate an equation by the generalized maximum entropy approach.
The equation is:
$y=C+\beta1X1+\beta2X2+\beta3X3+\beta4X4$
The Z entropy for each variable is:
C = (-100,-50,0,50,100)
X1 = (-1,-0.5,0,0.5,1)
X2 = (-2,-1,0,1,2)
X3 = (-5,-2.5,0,2.5,5)
X4 = (-6,-3,0,3,6)
The Ventropy is:
V = (-46,-23,0,23,46)
My preoccupation is: I don't know how write the program only for the Z entropy. For this I need your help.Tue, 17 May 2011 10:01:58 +0000http://community.econometrics.com/question/203/how-to-perform-generalized-maximum-entropy/Answer by SHAZAMHelp for <p><strong>A SHAZAM user asked:</strong></p>
<p>I want to estimate an equation by the generalized maximum entropy approach.</p>
<p>The equation is:</p>
<p>$y=C+\beta1X1+\beta2X2+\beta3X3+\beta4X4$</p>
<p>The Z entropy for each variable is:</p>
<pre><code>C = (-100,-50,0,50,100)
X1 = (-1,-0.5,0,0.5,1)
X2 = (-2,-1,0,1,2)
X3 = (-5,-2.5,0,2.5,5)
X4 = (-6,-3,0,3,6)
</code></pre>
<p>The Ventropy is: </p>
<pre><code>V = (-46,-23,0,23,46)
</code></pre>
<p>My preoccupation is: I don't know how write the program only for the Z entropy. For this I need your help.</p>
http://community.econometrics.com/question/203/how-to-perform-generalized-maximum-entropy/?answer=287#post-id-287To get started please follow the example that is online at:
[http://econometrics.com/examples/gme.sha](http://econometrics.com/examples/gme.sha)Tue, 17 May 2011 10:05:32 +0000http://community.econometrics.com/question/203/how-to-perform-generalized-maximum-entropy/?answer=287#post-id-287