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Re: st: Finite Mixtures


From   Partha Deb <partha.deb@hunter.cuny.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Finite Mixtures
Date   Mon, 23 Jul 2007 08:37:15 -0400

Tim,

I very recently completed writing a package to estimate finite mixture models, but haven't gotten around to posting it on SSC yet. You are welcome to use it. It's available for installation after

net from http://urban.hunter.cuny.edu/~deb/Stata

-fmm- estimates finite mixtures of Gamma's, Negative Binomials, Normals, Poissons, and Student-ts. There is an example.do file in addition to the help document.

If you do use it, I'd appreciate hearing about bugs, etc.

Cheers,

Partha


tvictor@dolphin.upenn.edu wrote:

Hello to all:

Has anyone implemented anything that estimates parameters (mu, sigma,
proportion) for finite mixtures? If so, could you point me to it?

Thanks,

Tim
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--
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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