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st: new package for estimation of finite mixture models -fmm-
From |
Partha Deb <[email protected]> |
To |
Statalist <[email protected]> |
Subject |
st: new package for estimation of finite mixture models -fmm- |
Date |
Tue, 11 Dec 2007 22:09:07 -0500 |
All,
Thanks to Kit Baum, -fmm-, a package for estimating finite mixture models, has
been added to the SSC archive. Type
. ssc describe fmm
-fmm- fits a finite mixture regression model using maximum likelihood
estimation. The model is a J-component finite mixture of parametric
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:
1. Gamma
2. Normal (Gaussian)
3. Negative binomial 1 & 2 (mean and constant dispersion)
4. Poisson
5. Student-t (with fixed degrees of freedom)
Partha
--
Partha Deb
Department of Economics
Hunter College
ph: (212) 772-5435
fax: (212) 772-5398
http://urban.hunter.cuny.edu/~deb/
Emancipate yourselves from mental slavery
None but ourselves can free our minds.
- Bob Marley
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