| GME The
GME command implements Generalized Entropy methods.
In general, the format is:
GME depvar indeps / options
where options as described for OLS:
LININV, LINLOG, LIST, LOGINV, LOGLIN, LOGLOG, NOCONSTANT, PCOV,
RSTAT, BEG=, END=, COEF=, COV=, PREDICT=, RESID=, STDERR= and
TRATIO=
Options as described for NL are:
CONV=, ITER=, PITER= and START=
The available options are:
| Option |
Description |
|
DEVIATION
|
Variables are converted to deviations from means. This forces the NOCONSTANT option.
|
|
LOGEPS=
|
Small constant to avoid numerical underflow.
|
|
QPRIOR=
|
Matrix of priors for supports specified in ZENTROPY=.
|
|
UPRIOR=
|
Matrix of priors for supports specified in VENTROPY=.
|
|
VENTROPY=
|
Matrix of support points for the unknown disturbances.
|
|
ZENTROPY=
|
Matrix of support points for the unknown coefficients.
|
|