Comparative statics of the generalized maximum entropy estimator of the general linear model

DOI10.1016/J.EJOR.2006.12.031MaRDI QIDQ2456417zbMATH OpenOpenAlexFDO

Authors Michael R. Caputo, Quirino Paris

Publication date 18 October 2007

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2006.12.031

zbMATH Keywords

Comparative staticsgeneral linear modelgeneralized maximum entropyregressionsensitivity analysis

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Applications of statistics to economics (62P20)

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Cites work

• A COMPLETE THEORY OF COMPARATIVE STATICS FOR DIFFERENTIABLE OPTIMIZATION PROBLEMS
• A Mathematical Theory of Communication
• Estimation and inference with censored and ordered multinomial response data
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• Information Theory and Statistical Mechanics

Cited in

(14)

• Comparison of maximum entropy and higher-order entropy estimators.
• Sensitivity analysis with finite changes: an application to modified EOQ models
• Calibration of agricultural risk programming models
• Generalized maximum entropy analysis of the linear simultaneous equations model
• On the choice of the ridge parameter: a maximum entropy approach
• Computational method for jackknifed generalized ridge tuning parameter based on generalized maximum entropy
• Regularization with maximum entropy and quantum electrodynamics: the MERG(E) estimators
• A general class of estimators for the linear regression model affected by collinearity and outliers
• Comparing generalised maximum entropy and partial least squares methods for structural equation models
• Ridge regression and generalized maximum entropy: an improved version of the ridge-GME parameter estimator
• Ridge estimation in linear mixed measurement error models using generalized maximum entropy
• Ridge-GME estimation in linear mixed models
• A two-stage maximum entropy approach for time series regression
• Stochastic frontier analysis with maximum entropy estimation

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