--- emre ekinci wrote:
> 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?
Your question is still not very clear. People can't give you precise advice
on how to do things if they don't know what the data looks like and what
exactly the model is you want to estimate. Still, I have three general
comments:
1) If you can write the likelihood function and the model is identified than
it can be estimated by MLE in Stata. Worst-case scenario is that you'll have
to using the -ml- command, which is not that hard.
2) You probably can estimate these probabilities by estimating for each
origin state a separate -mlogit- where the dependent variable is the
destination, but this depends on the kind of data you have and the exact
markov model you want to estimate.
3) Restrictions are typically handled using the -constraint- command. see:
-help constraint-
Hope this helps,
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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