文章基本信息

标题：A Monte Carlo study of the effect of design characteristics on the inequality restricted maximum entropy estimator
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作者：Campbell, Randall C. ; Hill, R. Carter
期刊名称：Journal of Food Distribution Research
印刷版ISSN：0047-245X
出版年度：2005
卷号：36
期号：6
页码：63-92
出版社：Food Distribution Research Society
摘要：In this paper, we conduct a set of Monte Carlo sampling experiments to examine the effect of design characteristics on the inequality restricted maximum entropy (RME) estimator. We generate data under varying design characteristics, and estimate the parameters using maximum entropy and least squares estimation, both with and without parameter inequality restrictions. As part of the experimental design we vary the sample size, the distribution of the regressors, the distribution of the errors, the degree of collinearity, the signal-to-noise ratio, and the specification error. We compare the alternative estimators on the basis of mean square error.
关键词：Maximum Entropy;Generalized Maximum Entropy;Linear Inequality Restrictions