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st: Simulate Options
From
"Krichevskiy, Dmitriy" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Simulate Options
Date
Mon, 5 Dec 2011 16:50:44 +0000
Hello listers,
I have a question on how to use -simulate- with a very specific condition.
I currently have a panel data where I've estimated period-to-period transitions probabilities via -xttrans- .I also created confidence intervals from those transitions. Finally, I created a limiting distribution based on these transitions. Now I want to create confidence intervals for the limiting distribution and I wanted to do this via Monte Carlo simulation. But for me to be able to solve for limiting distribution I need to have probabilities (generated by simulate) adding up to 100 percent exactly. In other words, it is like drawing repeatedly from a distribution of simplexes. Does anyone have an idea of how to do this?
Thanks
Dmitriy
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