Estimating a Demand System with Nonnegativity Constraints: Mexican Meat Demand
提出一种基于信息论的广义最大熵方法,用于估计带有非负约束的多方程系统,并用墨西哥家庭肉类购买数据估计了几乎理想需求系统,发现不同人口群体的需求存在差异。
A new information-based approach for estimating systems of many equations with nonnegativity constraints is presented. This approach, called generalized maximum entropy (GME), is more practical and efficient than traditional maximum-likelihood methods. The GME method is used to estimate an almost ideal demand system for five types of meat using cross-sectional data from Mexico, where most households did not buy at least one type of meat during the survey week. The system of demands is shown to vary across demographic groups. © 2001 by the President and Fellows of Harvard College and the Massachusetts Institute of Technology