English, Article, Journal or magazine article edition: Finite Mixture Models Partha Deb

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Bookmark: http://trove.nla.gov.au/version/176310
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Finite Mixture Models
Author
  • Partha Deb
Physical Description
  • preprint
Notes
  • Finite mixture models provide a natural way of modeling continuous or discrete outcomes that are observed from populations consisting of a finite number of homogeneous subpopulations. Applications of finite mixture models are abundant in the social and behavioral sciences, biological and environmental sciences, engineering and finance. Such models have a natural representation of heterogeneity in a finite, usually small, number of latent classes, each of which may be regarded as a type. More generally, the finite mixture model can be shown to approximate any unknown distribution under suitable regularity conditions. The Stata package -fmm- implements a maximum likelihood estimator for a class of finite mixture models. In this talk, I will begin by introducing finite mixture models using a number of examples and discuss issues of estimation, testing and model selection. I will then describe estimation using fmm, calculations of predictions, marginal effects, and posterior class probabilities, and illustrate these using examples from econometrics and finance.
  • RePEc:boc:nsug08:7
Language
  • English
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