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RE: st: k-step Markov
Re. my request below, and in case someone else on the List is interested, I
realise from the code in xttrans.ado that a one-step Markov analysis
involves little more in principle than something like:
. tab var F.var, row nof [nok]
Extending this to k-steps is therefore straightforward.
In practice, -tab- doesn't like TS operators, so one needs to create a
separate variable. One also needs to take the panel dimension of the data
into account (i.e. not use the last obs of a unit and the first one of the
next unit, etc.) In principle, there is also the "missing time periods"
issue discussed on p. 230 of [xt].
--On 05 March 2004 10:04 -0500 <firstname.lastname@example.org> wrote:
And as a follow-up, is there any Stata code to estimate worklife
expectancy using employment/mortality probability transistion data?
===== Original Message From <S.Friederich@bristol.ac.uk> =====
-markov- and -xttrans- produce one-step ahead transition probabilities.
Would anyone have worked on a generalisation to produce k-step
Many thanks for advice or pointers.
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