EconPapers    
Economics at your fingertips  
 

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), Lognormal, 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 2012-02-12
Note: This module should be installed from within Stata by typing "ssc install fmm". Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations Track citations by RSS feed

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_lognormal_lf.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fmm_lognormal_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/l/lognormalreg_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)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

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

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Series data maintained by Christopher F Baum ().

 
Page updated 2016-07-20
Handle: RePEc:boc:bocode:s456895