# 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.

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**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)

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

**Ordering information:** This software item can be ordered from

http://repec.org/docs/ssc.php

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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 ().