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FMM: Stata module to estimate finite mixture models

Author

Listed:
  • Partha Deb

    (Hunter College)

Programming Language

Stata

Abstract

fmm fits a finite mixture regression model using maximum likelihood estimation. The model is a J-component finite mixture of 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: Gamma, Normal (Gaussian), Lognormal, Negative binomial 1 & 2 (mean and constant dispersion), Poisson, Student-t (with fixed degrees of freedom)

Suggested Citation

  • Partha Deb, 2007. "FMM: Stata module to estimate finite mixture models," Statistical Software Components S456895, Boston College Department of Economics, revised 12 Feb 2012.
    • Handle: RePEc:boc:bocode:s456895
    Note: This module should be installed from within Stata by typing "ssc install fmm". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/f/fmm.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/fmm.hlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/f/fmm_postestimation.hlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/f/fmm_gamma_lf.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/f/fmm_gamma_p.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/f/fmm_lognormal_lf.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/f/fmm_lognormal_p.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/f/fmm_negbin1_lf.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/f/fmm_negbin1_p.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/f/fmm_negbin2_lf.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/f/fmm_negbin2_p.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/f/fmm_normal_lf.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/f/fmm_normal_p.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/f/fmm_poisson_lf.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/f/fmm_poisson_p.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/f/fmm_studentt_lf.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/f/fmm_studentt_p.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/g/gammareg_lf.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/l/lognormalreg_lf.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/n/normalreg_lf.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/studenttreg_lf.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/f/fmm-examples.do
    File Function: sample run
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