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The maximum entropy moment matrix with missing values |
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| Authors: | Delores Conway Henri Theil |
| Affiliation: | University of Chicago, Chicago, IL 60637, USA |
| Abstract: | The occurrence of missing values for one or several variables has the effect of adding a ridge along the diagonal of their maximum entropy (ME) covariance matrix. This is a second ridge in addition to the usual ridge of the ME covariance matrix. |
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