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RE: st: k-step Markov


From   "SJ Friederich, Economics" <S.Friederich@bristol.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: k-step Markov
Date   Tue, 09 Mar 2004 19:06:03 -0000

Dear all,

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].

Sylvain


--On 05 March 2004 10:04 -0500 <mganz@hsph.harvard.edu> wrote:


And as a follow-up, is there any Stata code to estimate worklife
expectancy  using employment/mortality probability transistion data?

Thanks,
Michael

===== Original Message From <S.Friederich@bristol.ac.uk> =====
Dear all,

-markov- and -xttrans- produce one-step ahead transition probabilities.
Would anyone have worked on a generalisation to produce k-step
probabilities?

Many thanks for advice or pointers.

Sylvain
----------------------
Sylvain Friederich
Department of Economics, University of Bristol
8 Woodland Road
Bristol BS8 1TN
Tel +44(0)117 928-8425
Fax +44(0)117 928-8577


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