Finite Mixture Models using Panel Fixed Effects

[Jean Jacques]

Hi, I would like to run a Finite Mixture (FMM) Model using Fixed Effects (as it is suggested in the paper that I attach). While it is possible to compute FMM with Stata 16 (or more recent versions) I cannot figure it out how to do it considering fixed effects. In case the FMM command does not support fixed effects I wonder whether by just doing the transformation of the data by my own would be enough (that means "demean" the data and then run a simple FMM). Any help or suggestion?

Cheers!

[Jean Jacques]

www.york.ac.uk/media/economics/documents/herc/wp/11_03.pdf

[Molanda Zhu]

hello! I have the same question.

[Oivind Nilsen]

How to use constraints with xtmlogit? I try to put constraints on the variance of the random effects in the xtmlogit command. I either get error r(111) or r(133). How should it be actually written?

Best,

Oivind A Nilsen

. use https://www.stata-press.com/data/r17/estatus
. xtset id

. qui xtmlogit estatus i.hhchild age hhincome i.hhsigno i.bwinner
. lincom _b[/:var(u1)]
( 1) [/]var(u1) = 0
------------------------------------------------------------------------------
estatus | Coefficient Std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
(1) | .8587807 .1090216 7.88 0.000 .6451022 1.072459
------------------------------------------------------------------------------

. lincom _b[/:var(u2)]
( 1) [/]var(u2) = 0
------------------------------------------------------------------------------
estatus | Coefficient Std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
(1) | .7370366 .1388917 5.31 0.000 .4648138 1.009259
------------------------------------------------------------------------------

. lincom _b[/:var(u1)] - _b[/:var(u2)]
( 1) [/]var(u1) - [/]var(u2) = 0
------------------------------------------------------------------------------
estatus | Coefficient Std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
(1) | .1217441 .1693622 0.72 0.472 -.2101996 .4536879
------------------------------------------------------------------------------

. constraint 1 _b[/:var(u1)] = _b[/:var(u2)]
. constraint 2 var(u1) = var(u2)

. xtmlogit estatus i.hhchild age hhincome i.hhsigno i.bwinner, re constraint(1)
(note: constraint number 1 caused error r(111))
:
:

. xtmlogit estatus i.hhchild age hhincome i.hhsigno i.bwinner, re constraint(2)
(note: constraint number 2 caused error r(133))
:
: