The Normal Mixture Decomposition
AbstractThis talk will present the program for univariate normal mixture maximum likelihood estimation developed by the author. It will demonstrate the use of -ml lf- estimation method, as well as a number of programming tricks, including global macros manipulation and dynamic definition of the program to be used by -ml-. The merits and limitations of Stata's -ml- optimizer will be discussed. The application to income distribution analysis with a real data set will also be shown.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Stata Users Group in its series North American Stata Users' Group Meetings 2001 with number 1.3.
Date of creation: 15 Jan 2001
Date of revision:
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Damjan Pfajfar & Emiliano Santoro, 2007. "Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment," Money Macro and Finance (MMF) Research Group Conference 2006 123, Money Macro and Finance Research Group.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
If references are entirely missing, you can add them using this form.