Packages for estimating finite mixtures: A review

被引:25
作者
Haughton, D
机构
关键词
EM algorithm; finite mixtures; maximum likelihood; Weibull regressions;
D O I
10.2307/2685419
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We review five packages for estimating finite mixtures, BINOMIX, C.A. MAN, MIX, and the maximum likelihood routines of BMDP and STATA. The focus of the review is on numerical issues rather than matters such as user interface because the success or failure of an algorithm to yield a mixture model is likely to be the most important issue facing a researcher. The problem of suitable initial values is discussed throughout.
引用
收藏
页码:194 / 205
页数:12
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