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st: Markov processes and xttrans


From   Dmitriy Krichevskiy <krichevskyd@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: Markov processes and xttrans
Date   Wed, 30 Sep 2009 15:27:43 -0400

Dear Statalisters,
I am not sure if it is Stata or Statistics question that I have.
I have a large panel data in which I have discretized income into
quintiles. I then tested to see if transition processes (governing
quintile transitions) are stationary. I found that I can characterize
transitions as Markov. So I followed with xttrans command estimating
transition probabilities. But I also want to know what my confidence
intervals for transition probabilities estimates are?
Any help is greatly appreciated, Thanks
-- 
Dmitriy Krichevskiy
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