Bayesian estimation of proportions with a cross-entropy prior |
| |
Authors: | Arthur T. Denzau Patrick C. Gibbons Edward Greenberg |
| |
Affiliation: | 1. Economics Dept , Washington Univ, St , Louis, MO 83130;2. Physics Dept , Washington Univ , St. Louis, MO 83130;3. Economics Dept , Washington Univ , St. Louis, MO 83130 |
| |
Abstract: | This paper suggests estimators of the frequencies (N8) or proportions {N8/N) of N distinguishable objects contained in S categories; given various types of information, We consider information in the form of exact constraints on the N8, sample frequencies, and frequencies of related data, The analysis uses Bayesian methods, where the prior distribution is assumed to be a function of the cross-entropy between the N8 and a reference distribution, We show the relationship between our estimator and the log-linear and logit models and also present a sampling experiment to compare our proposed estimator with the iterated proportional fitting estimator. |
| |
Keywords: | Bayesian methods contingency tables IPF log-linear model logit models maximum entropy |
|
|