CWMGLM: Stata module to estimate Cluster Weighted Models (CWM)

Daniele Spinelli, Salvatore Ingrassia and Giorgio Vittadini ()

Statistical Software Components from Boston College Department of Economics

Abstract: cwmglm is a flexible package that allows to estimate Cluster Weighted Models (finite mixture of regression with random covariates) using the EM algorithm. In this program, are also included parsimonious models of Gaussian distributions based on the eigenvalue decomposition of the variance-covariance matrix (Celeux and Govaert, 1995). cwmglm is also able to estimate finite mixtures of regressions and mixture of distributions.

Language: Stata
Requires: Stata version 16
Keywords: finite mixture models; regression; cluster (search for similar items in EconPapers)
Date: 2022-06-25, Revised 2024-05-28
Note: This module should be installed from within Stata by typing "ssc install cwmglm". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). 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/c/cwmglm.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cwmbootstrap.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cwmcompare.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cwmglm_predict.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cwmglm.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cwmglm_postestimation.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lcwmglm.mlib Mata object library (application/x-stata)
http://fmwww.bc.edu/repec/bocode/c/cwmglm_examples.do sample code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/covid.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/m/multinorm.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/students.dta sample data file (application/x-stata)

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