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


From   Partha Deb <partha.deb@hunter.cuny.edu>
To   Statalist <statalist@hsphsun2.harvard.edu>
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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