Hello - Does anyone know of work on a probit-like model that uses a mixture
of two normals, rather than one normal distribution as the latent variable
distribution? If so, is there an extension to random effects?
P(Y = 1 |X) = norm(Xbe + e) where e ~ mixture of two normals
This would arise if e comes from one of two populations depending on another
unobservable dichotomous RV.
Al Feiveson
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/