st: new package for estimation of finite mixture models -fmm-

[Partha Deb <partha.deb@hunter.cuny.edu>]

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/

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	- Bob Marley

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