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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 13:37:28 -0400 |

Kaleb Girma <kalebrave@gmail.com>: When you say you have read through previous posts, what do you mean? Are you including e.g. http://www.stata.com/statalist/archive/2011-01/msg00257.html in your list? On Wed, Sep 21, 2011 at 1:18 PM, Kaleb Girma <kalebrave@gmail.com> wrote: > 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. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: ergodic distribution from transition probaility matirx***From:*Tuki <kalebrave@gmail.com>

**st: Re: ergodic distribution from transition probaility matirx***From:*Tuki <kalebrave@gmail.com>

**Re: st: Re: ergodic distribution from transition probaility matirx***From:*Austin Nichols <austinnichols@gmail.com>

**Re: st: Re: ergodic distribution from transition probaility matirx***From:*Kaleb Girma <kalebrave@gmail.com>

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