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From |
László Sándor <sandorl@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: finite mixture models with the EM algorithm |

Date |
Thu, 17 Sep 2009 14:34:01 -0400 |

Dear fellow statalisters, I am estimating a model where I assume that the dependent variable came from either of two classical normal linear models, with some probabilities for the one and the other. This is a finite mixture model, and I had some success with Partha Deb's -fmm- command. However, I heard it might be very much worthwhile to try the estimation using the EM algorithm, not standard (though fine-tuned á la Stata) ML. Before any more Google searches getting lost among latent class models and various related topics, I would ask you whether you happen to know a tool (or way) that can do this estimation using the EM algorithm. (I know that there are different software packages claiming to do this, but I would rather stick to Stata. Especially because Stata does EM for -xtmixed-, for instance, so maybe it is also easily applicable to my problem somehow.) Thank you very much, you're help is very much appreciated, as always. Laszlo * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: finite mixture models with the EM algorithm***From:*Stas Kolenikov <skolenik@gmail.com>

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