help fmm postestimation also see: fmm

Title

fmm postestimation -- Postestimation tools for fmm

Description

The following postestimation commands are available for fmm:

command description

predict predictions including component
probabilities

Syntax for predict

predict [type] newvar [if] [in] [, statistic
equation(component#)]

statistic

Main
mean predicted mean; the default

prior prior component probability

posterior posterior component probability

Option equation(component#) is required for prior and posterior.
It is also required for mean if predicted within-component means are desired.

Options for predict

mean, the default, calculates the predicted mean.

To obtain within component means, specify the equation(component#) option.

prior calculates the prior component probabilities. With prior,
equation(component#) must also be specified.

posterior calculates the posterior component probabilities. With
posterior, equation(component#) must also be specified.

Marginal effects

Marginal effects can be calculated separately for the overall conditional mean
as well as for within-component means, prior and posterior probabilities. To calculate
marginal effects for within-component means, prior and posterior probabilities, run
margins separately for each component, as shown in the examples below. Note that fmm has not been updated to accommodate factor variables.

Examples

Mixture of normals

. webuse womenwk, clear

. fmm wagefull educ age married, mix(normal) comp(2)

. predict wfhat

. predict wfhat1, eq(component1)

. predict wfhat2, eq(component2)

. predict wfhatpri, prior eq(component1)

. predict wfhatpos, posterior eq(component1)

. sum wagefull wfhat*

. drop wfhat*

Mixture of Negative Binomials (Type 2)

. webuse medpar, clear

. gen los0 = los - 1

. fmm exlos died hmo type2-type3, mix(negbin2) comp(2) comp(2)

. predict wfhat

. predict l0hat1, eq(component1)

. predict l0hat2, eq(component2)

. predict l0hatpri, prior eq(component1)

. predict l0hatpos, posterior eq(component1)

. sum los0 l0hat*

. drop l0hat*

. margins, dydx(*) predict(eq(component1))

. margins, dydx(*) predict(eq(component2))

. margins, dydx(*)

Also see

fmm;
estimates,
lincom,
lrtest,
margins,
nlcom,
predictnl,
suest,
test,
testnl