The ENTROPY Procedure (Experimental)
- Overview
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Getting Started
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Syntax
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Details
Generalized Maximum Entropy Generalized Cross Entropy Moment Generalized Maximum Entropy Maximum Entropy-Based Seemingly Unrelated Regression Generalized Maximum Entropy for Multinomial Discrete Choice Models Censored or Truncated Dependent Variables Information Measures Parameter Covariance For GCE Parameter Covariance For GCE-M Statistical Tests Missing Values Input Data Sets Output Data Sets ODS Table Names ODS Graphics
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Examples
- References
| Parameter Covariance For GCE |
For the cross-entropy problem, the estimate of the asymptotic variance of the signal parameter is given by:
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where
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and 
is the Lagrange multiplier associated with the i th row of the 
constraint matrix. Also,
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Note: This procedure is experimental.