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How to perform Generalized Maximum Entropy?

asked 2011-05-17 10:01:58 +0000

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.

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answered 2011-05-17 10:05:32 +0000

To get started please follow the example that is online at:

http://econometrics.com/examples/gme.sha

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Asked: 2011-05-17 10:01:58 +0000

Seen: 692 times

Last updated: May 17 '11