Generalized Maximum Entropy and Cross-Entropy for the Linear Model2 months ago
Ill-conditioned regression problems | The GME formulation | From the primal to the concentrated dual | The GCE extension: incorporating prior information | Worked examples | A collinear design: GME versus OLS | Adding prior information (GCE) | The effect of $\nu$ | When the supports are too narrow | Inference: entropy diagnostics and hypothesis tests | Normalized entropy and the pseudo-$R^2$ | The entropy-ratio (ER) test | The Wald test | Instrumental variables with linreg_iv() | Practical guidance | References