Programming the statistical procedures from SAS

Finite mixture model for censored data

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Finite mixture model for censored data

[ Edited ]

Hello Everyone, I am trying to fit a finite mixture model using proc fmm for a continuous dependent variable that is left at zero. Should I use dist=truncnormal(0,.) for this in the model statement.

 

When I used dist=truncnormal(0,.) for a single component model and compare results from proc qlim (for a left censored regression) the results do not match. If I use the estimates from proc qlim as the starting value for proc fmm and force no optimization (tech=none), then the log likelihood is different than under qlim. The code I used is below and data is attached (data is simulated - qlim recovers correct parameters). 

 

proc qlim data=tobit plots=none;
 model y = x;
 endogenous y ~ censored(lb=0);
run;

proc fmm data=tobit;
 model y = x / dist=truncnormal(0,.);
run;

proc fmm data=tobit tech=none;
 model y = x / dist=truncnormal(0,.) parms(-10.27 1.05 3.57);
run;

 

thanks,

Upender

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