The FMM procedure fits statistical models to data for which the distribution of the response
is a finite mixture of univariate distributions–that is, each response comes from one of
several random univariate distributions with unknown probabilities.
The following are highlights of the FMM procedure's capabilities:
- model the component distributions in addition to the mixing probabilities
- fits finite mixture models by maximum likelihood or Bayesian methods
- fits finite mixtures of regression and generalized linear models
- enables you to define the model effects for the mixing probabilities and their link function
- enables you to model overdispersed data
- enables you to estimate multimodal or heavy-tailed densities
- fits zero-inflated or hurdle models to count data with excess zeros
- fits regression models with complex error distributions
- classifies observations based on predicted component probabilities
- supports twenty different response distributions
- supports linear equality and inequality constraints on model parameters
- enables you to specify the response variable by using either the response syntax or the
events/trials syntax
- supports automated model selection for homogeneous mixtures
- supports weighted estimation
- enables you to control the performance characteristics of the procedure (for example, the number of CPUs, the number
of threads for multithreading, and so on)
- enables you to obtain separate analyses on observations in groups
- enables you to create a data set that contains observationwise statistics that are computed after fitting the model
- uses ODS to create a SAS data set corresponding to any table
- supports ODS Graphics
For further details see the SAS/STAT User's Guide:
The FMM Procedure
( PDF | HTML )
Examples
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