Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: markov transition model

From   Carol Bao <>
Subject   st: markov transition model
Date   Mon, 17 Apr 2006 13:01:02 -0700 (PDT)

There have been quite a few postings regarding
estimating a multiple state (more than 2) markov
transition model, including the two postings in the
following.  I am wondering if anyone has suggestions
about this.  Also, there is this paper titled "Using
Stata's -ml method d2- to estimate a multi-state
Markov transition model" by Thomas BŁttner
(  I am wondering if anyone has
used this method and what is the converging speed and
results, since -ml- with -d2- is no easy job.  It
seems that I cannot get hold of Mr. BŁttner via the
no-longer valid email address.

Any information in this regard will be highly



Dear David Epstein,

A couple years back you posted this (see below)
message -- I am extremely interested in the your
solution to this problem. I am estimating a dynamic
multinomial logit model and would like to create a
transition matrix of the conditional probabilities.

Thank you for the help.


just wondering whether anyone has coded transition
models, also known as
> Markov models, for 3 or more variables. That is, say
a system has 3
> Then you want to estimate Pr(y_t+1=1 | y_t=1),
Pr(y_t+1=2 | y_t=1), and so
> on. The transition probabilities, given as functions
of independent
> variables, need not be identical of course;
otherwise it would just a an
> ordered probit or a multinomial logit.
> I know that this type of estimation goes by many
names, depending on one's
> field, but I haven't been able to find any
references to it in any of the
> previous STB's. Any help would be much appreciated.
> Thanks,
> David Epstein
Reka Sundaram-Stukel
Graduate student
320 Taylor Hall
Department of Agriculture And Applied Economics
Madison, WI-53706

Do You Yahoo!?
Tired of spam?  Yahoo! Mail has the best spam protection around 
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index