The FMM Procedure

Parameterization of Model Effects

PROC FMM constructs a finite mixture model according to the specifications in the CLASS , MODEL , and PROBMODEL statements. Each effect in the MODEL statement generates one or more columns in the matrix $\bX $ for that model. The same $\bX $ matrix applies to all components that are associated with the MODEL statement. Each effect in the PROBMODEL statement generates one or more columns in the matrix $\bZ $ from which the linear predictors in the model for the mixture probability models is formed. The same $\bZ $ matrix applies to all components.

The formation of effects from continuous and classification variables in the FMM procedure follows the same general rules and techniques as for other linear modeling procedures. See the section GLM Parameterization of Classification Variables and Effects in Chapter 19: Shared Concepts and Topics.