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Re: st: Markov chain


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Markov chain
Date   Fri, 18 May 2007 09:46:51 +0100 (BST)

--- emre ekinci <eekinci2610@hotmail.com> wrote:
> can anyone send me a STATA code in which a markov chain is estimated
> by the  MLE, please?

http://ideas.repec.org/p/boc/usug03/11.html
However the main thing in this presentation is dealing with unobserved
heterogeneity, which makes the whole problem a lot more complicated. I
have looked at this some time ago and seem to remember there was an
easier way of doing this, but I don't remember what that easier ways
was.

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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