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Re: st: RE: Membership (component) Determinant using FMM Command


From   Partha Deb <partha.deb@hunter.cuny.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Membership (component) Determinant using FMM Command
Date   Wed, 16 Feb 2011 17:52:16 -0500

Allen,

After you have parameter estimates from -fmm-, you can get predictions of various types using the following syntax:

predict predvar if e(sample), equation(component#)

where predvar is the predicted variable name and component# is component1, component2, ...

or predictions of posterior probabilities using

predict predvar if e(sample), post equation(component#)

Once you have the posterior probabilities, you can use the ranking of the posterior probabilities to assign an observation into a class. In the 2 component case, this is equivalent to checking whether the posterior probability of being in component1 is > (<) 0.5.

Hope this helps.

Partha

On 2/16/2011 11:46 AM, Nick Cox wrote:
This is the third time of asking and goes beyond Statalist etiquette on this point, which is clearly laid out at

http://www.stata.com/support/faqs/res/statalist.html#noanswer

and stipulates _one repost only_.

If you don't get an answer to this, sorry, but that's it. No one knows or wants to say.

Nick
n.j.cox@durham.ac.uk

Allen Young

I want to use the estimates obtained from fmm command to calculate the
posterior probability of being in each of the components (latent
classes). Please help

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--
Partha Deb
Professor of Economics
Director of Graduate Studies
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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