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DENORMIX: Stata module to perform decomposition of normal mixture

Author

Listed:
  • Stanislav Kolenikov

    (University of Missouri)

Programming Language

Stata

Abstract

This module performs the ML estimation of the finite normal mixture. No automatic component selection is done, but the diagnostic statistics (information and chi2 fit criteria) are provided. Be sure to copy denormdo.do file into some reasonable location where Stata can find it.

Suggested Citation

  • Stanislav Kolenikov, 2001. "DENORMIX: Stata module to perform decomposition of normal mixture," Statistical Software Components S416605, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s416605
    Note: This module may be installed from within Stata by typing "net from http://www.komkon.org/~tacik/stata/"
    as

    Download full text from publisher

    File URL: http://www.komkon.org/~tacik/stata/denormix.ado
    Download Restriction: no
    File URL: http://www.komkon.org/~tacik/stata/denormix.hlp
    Download Restriction: no
    File URL: http://www.komkon.org/~tacik/stata/denormdo.do
    Download Restriction: no
    File URL: http://www.komkon.org/~tacik/stata/chi2fit.ado
    Download Restriction: no
    File URL: http://www.komkon.org/~tacik/stata/chi2fit.hlp
    Download Restriction: no
    File URL: http://www.komkon.org/~tacik/stata/icomp.ado
    Download Restriction: no
    File URL: http://www.komkon.org/~tacik/stata/icomp.hlp
    Download Restriction: no
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    More about this item

    Keywords

    normal mixture; Stata;

    Statistics

    Access and download statistics

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