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


From   Kaleb Girma <kalebrave@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: ergodic distribution from transition probaility matirx
Date   Wed, 21 Sep 2011 19:18:55 +0200

How do I obtain the corresponding eigenvector systematically in stata?
I have gone through previous posts of the same question, but could not
find a satisfying answer.  I want to construct similar tables in the
paper (like Table 4) using a different data set :Hinloopen, J., & van
Marrewijk, C. (2001). On the Empirical Distribution of the Balassa
Index. Review of World Economics, Weltwirtschaftliches Archiv, Vol.
137, No.1 , 1-35.

Best,


On Wed, Sep 21, 2011 at 5:42 PM, Austin Nichols <austinnichols@gmail.com> wrote:
> 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.
>>
>>
>>
>>
>> --
>> View this message in context: http://statalist.1588530.n2.nabble.com/ergodic-distribution-from-transition-probaility-matirx-tp6815776p6816585.html
>> Sent from the Statalist mailing list archive at Nabble.com.
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