English, Article, Journal or magazine article edition: The Normal Mixture Decomposition Stanislav Kolenikov

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Bookmark: http://trove.nla.gov.au/version/101728
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • The Normal Mixture Decomposition
Author
  • Stanislav Kolenikov
Physical Description
  • preprint
Notes
  • This 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.
  • RePEc:boc:asug01:1.3
Language
  • English
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