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Re: st: Re: ergodic distribution from transition probaility matirx


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: ergodic distribution from transition probaility matirx
Date   Wed, 21 Sep 2011 11:42:34 -0400

Tuki <kalebrave@gmail.com>
So, as I suspected, you already have a regular transition matrix, with
a single eigenvalue equal to one (whose corresponding eigenvector is
the limiting distribution for that process), and I am unclear on what
you are looking for.
Still waiting for those references, too.

On Wed, Sep 21, 2011 at 11:37 AM, Tuki <kalebrave@gmail.com> wrote:
> r1      79.1    15.3    2.2     3.3
> r2      14.7    52.6    26.3    6.3
> r3      2.11    24.2    56.8    16.8
> r4      5.49    5.4     15.4    73.6
>
> The eigenvalue values obtained using matrix eigenvalues r c = A command are:
>          c1         c2         c3         c4
> real    26.4792  100.00018  59.843796  75.896828
>
> My intention is that if there is command that I can use repeatedly on
> different data sets.
> Thank you very much.
>
>
>
>
> --
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> Sent from the Statalist mailing list archive at Nabble.com.
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