GMEMULTINOMIAL: Stata module to fit multinomial models using generalized maximum entropy

Statistical Software Components from Boston College Department of Economics

Abstract: gmemultinomial fits multinomial models using generalized maximum entropy. Given finite samples, gmemultinomial is more efficient than its maximum entropy and maximum likelihood counterparts because it incorporates the noise terms in its results. It also performs better than its maximum likelihood counterparts when working with small sample sizes. gmemultinomial models the probability of a positive outcome given a set of regressors.

Language: Stata
Requires: Stata version 11.2
Keywords: multinomial; generalized maximum entropy (search for similar items in EconPapers)
Date: 2015-08-30
Note: This module should be installed from within Stata by typing "ssc install gmemultinomial". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/g/gmemultinomial.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gmemultinomial.sthlp help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458061

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().