* Discrete GME expample * Written on Dec. 20, 2014 /* Golan, A., Judge, G., & Perloff, J. M. (1996). A Maximum Entropy Approach to Recovering Information From Multinomial Response Data. Journal of the American Statistical Association, 91(434), 841-853. doi: 10.2307/2291679 */ * Estimation using smoker data set clear all use "D:\Documents\INFO METRICS\SMKban.dta", clear local X smkban female age hsdrop hsgrad colsome colgrad black hispanic local Y smoker ** Basic estimation gmentropylogit `Y' `X' ** Estimated Marginal effects gmentropylogit `Y' `X', mfx ** Predicted probabilities gmentropylogit `Y' `X', gen(pred)