Programs

The following are downloadable programs. They show how to estimate maximum entropy (ME) models, including generalized maximum entropy (GME) models. These programs are similar to (but not necessarily identical to) the programs we used in our papers. The following are provided "as is". We make no guarantee that these program (and the commentary within them) are error free. Althourgh we identify the program by mentioning the paper that used that program (or a similar one), these programs may vary from the versions used in the paper. They may contain experiments not reported in the papers or other anachronisms.

Most of the following downloadable programs were written for GAMS. You will need a copy of GAMS on your machine to run them. To download a GAMS program, click on the one you want, click on "File" in your browser, and then "Save As" "filename.gms". To run the program type: "gams filename.gms". The output will be named "filename.lst".

Multinomial Response:

Amos Golan, George Judge, Jeffrey M. Perloff, "Recovering Information from Multinomial Response Data," Journal of the American Statistical Association, 91(434), June 1996:841-53.

Program	Primary Author	Description
GAMS 1	A. Golan	GAMS program. Multinomial logit, traditional ME, GME primal, and GME Dual examples. If you change the problem, you should adjust the error bounds according to 1/sqrt(T).
GAMS 2	A. Golan	GAMS program. A more recent version that can be used to conduct statistical tests.
Gauss	D. Miller	Gauss program. Similar to the above.

Censored and Ordered:

Amos Golan, George Judge, Jeffrey M. Perloff, "Recovering Information from Censored and Ordered Multinomial Response Data," Journal of Econometrics, 79(1), July 1997:23-51.

Program	Primary Author	Description
Tobit	A. Golan	GAMS program. Tobit and other censored problems. Monte Carlo experiments: The program generates artificial data for normal, t, and chi-square error distributions. The user must specify the bounds.
Ordered Multinomial	A. Golan	GAMS program. Similar to the tobit/censored program.

Demand Systems:

Amos Golan, Jeffrey M. Perloff, Edward Z. Shen, "Estimating a Demand System with Nonnegativity Constraints: Mexican Meat Demand," November 1998. PDF version: Meat.

Program	Primary Author	Description
Beef	E. Shen	GAMS program. Contains a subset of data.

Games:

Amos Golan, Larry S. Karp, Jeffrey M. Perloff, "Estimating a Mixed Strategy: United and American Airlines," working paper June 1998.

Amos Golan, Larry S. Karp, Jeffrey M. Perloff, "Estimating Coke and Pepsi's Price and Advertising Strategies," Journal of Business & Economic Statistics, 18(4), October 2000.

Program	Primary Author	Description
Airlines	A. Golan	GAMS program. Early version that was used to estimate the ME, GME, and GME-Nash models for each city pair.
Pepsi	A. Golan	GAMS program. Early version. Program may run forever and use up all your computer's memory...

Linear Regression:

Program	Primary Author	Description
Regress	X. Wu	Matlab program.