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-M |
Golan, Judge, and Miller (1996) give the finite approximation to the asymptotic variance matrix of the moment formulation as:
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where
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and
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Recall that in the moment formulation, 
is the support of 
, which implies that 
is a 
-dimensional variance matrix. 
and are both diagonal matrices with the form
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and
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Note: This procedure is experimental.