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Re: st: Finite mixture model (FMM) estimation of probability determinants
From
Federico Belotti <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Finite mixture model (FMM) estimation of probability determinants
Date
Mon, 5 Aug 2013 22:32:31 +0200
You can estimate models sequentially (as the help file reports, this is the preferred estimation approach)
fmm y x1 x2 x3 x4, comp(2) mix(normal)
fmm y x1 x2 x3 x4, comp(2) mix(normal) prob(x1 x2 x3 x4)
But in this way "-fmm- will not check for reasonableness of the prior -fmm- estimates, so proceed carefully. Otherwise, -fmm- expects the user to specify starting values using the -from(init_specs)- option", that is
fmm y x1 x2 x3 x4, comp(2) mix(normal) prob(x1 x2 x3 x4) from(b0)
where b0 is an appropriate vector of starting values of the same dimension of the unknown parameter vector to be estimated.
There are no technical restrictions on the -prob()- variable list.
Hope this helps,
Federico
Inviato da iPad
Il giorno 05/ago/2013, alle ore 21:39, "Julia Frances Slejko" <[email protected]> ha scritto:
> Hi,
> I am using FMM to estimate a mixture of two normal distributions. I have
> been able to get the parameter estimates and the posterior probabilities
> themselves. Now, I would like to use the Model 2 statement cited in the FMM
> help doc to estimate the determinants of the posterior probabilities.
> I have used the syntax as described in FMM help:
>
> fmm y x1 x2 x3 x4, comp(2) mix(normal) prob(x1 x2 x3 x4)
>
> But I get the following error: 'provide starting values or estimate 2
> component Normal model with constant component probabilities'.
>
> Must I do this in two steps? Is it OK for both var lists to be identical?
> The FMM help does not address starting values so I am not sure how to do
> this.
>
> Any suggestions?
>
> Thank you,
> Julia
> --
> Julia F. Slejko, PhD
> Postdoctoral Fellow
>
> Pharmaceutical Outcomes Research and Policy Program
> School of Pharmacy | University of Washington
> Box 357630 | Seattle, WA 98195-7630
> mobile 720.937.9605
> fax 206.543.3835
> [email protected]
>
>
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