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Re: st: transition probabilities


From   "emre ekinci" <eekinci2610@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: transition probabilities
Date   Wed, 16 May 2007 10:26:55 +0000

Let me clarify:

I know that ecah cell contains a known probability and a function of which parameters are to be estimated.so I know that each the probabilities in each cell are uniqely determined.I am studying the identification restricitions in presence of attrition.I will use the refreshment sample to estimate this transition matrix(indeed a first order markov process).I need to learn two things:
1.How can I estimate this 3x3 matrix by using MLE in STATA?
2.how can I add some restrictions to my optimization problem?

thank you in advance.

best,
emre



From: Maarten buis <maartenbuis@yahoo.co.uk>
Reply-To: statalist@hsphsun2.harvard.edu
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: transition probabilities
Date: Mon, 14 May 2007 17:50:06 +0100 (BST)

--- emre ekinci <eekinci2610@hotmail.com> wrote:
> I need to estimate transition probabilities subject to some
> constraints.I do not know how to tell stata to do that.
> speicificallly,I have a 3x3 matrix with each cell contatining some
> probability.I need to estimate these probabilities subject to 6
> marginal probabilities.

The difficulty is not with Stata. The probabilities in the matrix are
not uniquely defined by just the marginal probabilities. You also need
the odds ratios.

Hope this doesn't destroy your research plans too much,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------



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