DENORMIX: Stata module to perform decomposition of normal mixture

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DENORMIX: Stata module to perform decomposition of normal mixture

Author Info

Stanislav Kolenikov () (University of Missouri)

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Stanislav Kolenikov

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.

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File URL: http://www.komkon.org/~tacik/stata/denormix.ado
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File URL: http://www.komkon.org/~tacik/stata/denormix.hlp
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File URL: http://www.komkon.org/~tacik/stata/denormdo.do
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File URL: http://www.komkon.org/~tacik/stata/chi2fit.ado
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File URL: http://www.komkon.org/~tacik/stata/chi2fit.hlp
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File URL: http://www.komkon.org/~tacik/stata/icomp.ado
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File URL: http://www.komkon.org/~tacik/stata/icomp.hlp
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S416605.

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Programming language: Stata
Requires: Stata version 6.0
Date of creation: 25 Feb 2001
Date of revision:
Handle: RePEc:boc:bocode:s416605

Note: This module may be installed from within Stata by typing "net from http://www.komkon.org/~tacik/stata/"
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
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Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords: normal mixture

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