Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: RE: Markov Chain Model


From   "David Epstein" <de11@columbia.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Markov Chain Model
Date   Thu, 24 Jul 2003 13:23:40 -0400

I have some custom code for running 3x3 Markovs on panel data. It's not
general and so would need to be modified, but it works.

David Epstein

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Nick Cox
Sent: Thursday, July 24, 2003 11:18 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: Markov Chain Model


I don't think there is much in Stata.

-xttrans- calculates transition probabilities.

There is rather old program called -markov-
on SSC which is probably not what you want.
Why do I say that? People working in this area
usually have panel data and -markov- does not
support panel data.

Some Markov chain models can be reformulated
as log-linear models in which case -glm- is
probably the tool to use.

Nick
n.j.cox@durham.ac.uk

> -----Original Message-----
> Yaseen Ghulam
>
> I was wondering that STATA can estimate markov chain model and if
> yes, are there any user written codes to do the job? Help
> appreciated.


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index