[FMM] Finite Mixture Models - Stata

1 Stata Finite Mixture MODELSREFERENCE MANUALRELEASE 17 A Stata Press PublicationStataCorp LLCC ollege Station, Texas Copyrightc 1985 2021 StataCorp LLCAll rights reservedVersion 17 Published by Stata Press, 4905 Lakeway Drive, College Station, Texas 77845 Typeset in TEXISBN-10: 1-59718-329-6 ISBN-13: 978-1-59718-329-1 This manual is protected by copyright. All rights are reserved. No part of this manual may be reproduced, storedin a retrieval system, or transcribed, in any form or by any means electronic, mechanical, photocopy, recording, orotherwise without the prior written permission of StataCorp LLC unless permitted subject to the terms and conditionsof a license granted to you by StataCorp LLC to use the software and documentation.

2 No license, express or implied,by estoppel or otherwise, to any intellectual property rights is granted by this provides this manual as is without warranty of any kind, either expressed or implied, including, butnot limited to, the implied warranties of merchantability and fitness for a particular purpose. StataCorp may makeimprovements and/or changes in the product(s) and the program(s) described in this manual at any time and software described in this manual is furnished under a license agreement or nondisclosure agreement.

3 The softwaremay be copied only in accordance with the terms of the agreement. It is against the law to copy the software ontoDVD, CD, disk, diskette, tape, or any other medium for any purpose other than backup or archival automobile dataset appearing on the accompanying media is Copyrightc 1979 by Consumers Union of ,Inc., Yonkers, NY 10703-1057 and is reproduced by permission from CONSUMER REPORTS, April ,, Stata Press, Mata,, and NetCourse are registered trademarks of StataCorp and Stata Press are registered trademarks with the World Intellectual Property Organization of the United is a trademark of StataCorp brand and product names are registered trademarks or trademarks of their respective copyright information about the software.

4 Typehelp copyrightwithin suggested citation for this software isStataCorp. : Release 17. Statistical Software. College Station, TX: StataCorp intro .. Introduction to Finite Mixture models1fmm estimation .. Fitting Finite Mixture models11fmm .. Finite Mixture Models using the fmm prefix13fmm: betareg .. Finite mixtures of beta regression models23fmm: cloglog .. Finite mixtures of complementary log log regression models27fmm: glm .. Finite mixtures of generalized linear regression models31fmm: intreg.

5 Finite mixtures of interval regression models35fmm: ivregress .. Finite mixtures of linear regression Models with endogenous covariates39fmm: logit .. Finite mixtures of logistic regression models43fmm: mlogit .. Finite mixtures of multinomial (polytomous) logistic regression models47fmm: nbreg .. Finite mixtures of negative binomial regression models51fmm: ologit .. Finite mixtures of ordered logistic regression models55fmm: oprobit .. Finite mixtures of ordered probit regression models59fmm: pointmass.

6 Finite mixtures Models with a density mass at a single point63fmm: poisson .. Finite mixtures of Poisson regression models67fmm: probit .. Finite mixtures of probit regression models71fmm: regress .. Finite mixtures of linear regression models75fmm: streg .. Finite mixtures of parametric survival models79fmm: tobit .. Finite mixtures of tobit regression models83fmm: tpoisson .. Finite mixtures of truncated Poisson regression models87fmm: truncreg .. Finite mixtures of truncated linear regression models91fmm postestimation.

7 Postestimation tools for fmm95estat eform .. Display exponentiated coefficients 100estat lcmean .. Latent class marginal means 102estat lcprob .. Latent class marginal probabilities 104 Example 1a .. Mixture of linear regression Models 106 Example 1b .. Covariates for class membership 112 Example 1c .. Testing coefficients across class Models 115 Example 1d .. Component-specific covariates 118 Example 2 .. Mixture of Poisson regression Models 121 Example 3.

8 Zero-inflated Models 125 Example 4 .. Mixture cure Models for survival data 129 Glossary ..133 Subject and author index ..135iCross-referencing the documentationWhen reading this manual, you will find references to other Stata manuals, for example,[U] 27 Overview of Stata estimation commands; [R]regress; and [D]reshape. The first ex-ample is a reference to chapter 27,Overview of Stata estimation commands, in theUser s Guide;the second is a reference to theregressentry in theBase Reference Manual.

9 And the third is areference to thereshapeentry in theData Management Reference the manuals in the Stata Documentation have a shorthand notation:[GSM]Getting Started with Stata for Mac[GSU]Getting Started with Stata for Unix[GSW]Getting Started with Stata for Windows[U] Stata User s Guide[R] Stata Base Reference Manual[BAYES] Stata Bayesian Analysis Reference Manual[CM] Stata Choice Models Reference Manual[D] Stata Data Management Reference Manual[DSGE] Stata Dynamic Stochastic General Equilibrium Models Reference Manual[ERM] Stata Extended Regression Models Reference Manual[FMM]

10 Stata Finite Mixture Models Reference Manual[FN] Stata Functions Reference Manual[G] Stata Graphics Reference Manual[IRT] Stata Item Response Theory Reference Manual[LASSO] Stata Lasso Reference Manual[XT] Stata Longitudinal-Data/Panel-Data Reference Manual[META] Stata Meta-Analysis Reference Manual[ME] Stata Multilevel Mixed-Effects Reference Manual[MI] Stata Multiple-Imputation Reference Manual[MV] Stata Multivariate Statistics Reference Manual[PSS] Stata Power, Precision, and Sample-Size Reference Manual[P] Stata Programming Reference Manual[RPT] Stata Reporting Reference Manual[SP] Stata Spatial Autoregressive Models Reference Manual[SEM] Stata Structural Equation Modeling Reference Manual[SVY] Stata Survey Data Reference Manual[ST] Stata Survival Analysis Reference Manual[TABLES] Stata Customizable Tables and Collected Results Reference Manual[TS] Stata Time-Series Reference Manual[TE]