FMM: Stata module to estimate finite mixture models

Partha Deb ()

Statistical Software Components from Boston College Department of Economics

Abstract: fmm fits a finite mixture regression model using maximum likelihood estimation. The model is a J-component finite mixture of densities, with the density within a class (j) allowed to vary in location and scale. Optionally, the mixing probabilities may be specified with covariates. fmm currently fits mixtures of the following distributions: Gamma, Normal (Gaussian), Negative binomial 1 & 2 (mean and constant dispersion), Poisson, Student-t (with fixed degrees of freedom)

Language: Stata
Requires: Stata version 9.2
Keywords: Finite mixture model; maximum likelihood estimation; mixture of densities (search for similar items in EconPapers)
Date: 2007-12-11, Revised 2008-10-08
Note: This module may be installed from within Stata by typing "ssc install fmm". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/f/fmm.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fmm.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fmm_postestimation.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fmm_gamma_lf.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fmm_gamma_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fmm_negbin1_lf.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fmm_negbin1_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fmm_negbin2_lf.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fmm_negbin2_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fmm_normal_lf.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fmm_normal_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fmm_poisson_lf.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fmm_poisson_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fmm_studentt_lf.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fmm_studentt_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gammareg_lf.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/normalreg_lf.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/studenttreg_lf.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fmm-examples.do sample run (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s456895

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