Previous Page | Next Page

The ENTROPY Procedure

Parameter Covariance For GCE-NM

Golan, Judge, and Miller (1996) give the finite approximation to the asymptotic variance matrix of the normed moment formulation as:

     

where

     

and

     

Recall that in the normed moment formulation, is the support of , which implies that is a -dimensional variance matrix. and are both diagonal matrices with the form

     

and

     

Note: This procedure is experimental.

Previous Page | Next Page | Top of Page