Nick Cox's egenmore package (additions to the set of egen functions)
has been augmented with the mixnorm function:
mixnorm() [, frac(#) mu1(#) mu2(#) var1(#) var2(#) ] generates
a new variable of specified type as a mixture of two Normal
distributions,
with frac(#) of the observations defined by the first distribution.
Both mu1(#) and mu2(#) default to zero; both var1(#) and (#)
default to 1.0, while frac(#) defaults to 0.5. Only non-default
parameters
of the desired mixture need be specified. (Stata 8 required.)
I thank Arthur Lewbel for suggesting the development of this routine.
The revised egenmore package is available via the ssc command.
