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Re: st: RE: Markov Chain simulation


From   yannan shen <[email protected]>
To   [email protected]
Subject   Re: st: RE: Markov Chain simulation
Date   Fri, 25 Jan 2013 00:30:29 -0500

>> Kieran,
>> Thanks for your reply. I am interested in performing simulation with
>> given initial distribution and transition probability matrix. I have
>> used the simulate command in stat before and this command only allows
>> me to choose which distribution my numbers are generated from.
>> However, I could not find a place to give the transition probability
>> matrix.
>> Did I miss something?
>>
>> Best
>>
>> On Thu, Jan 24, 2013 at 1:44 AM, Kieran McCaul <[email protected]> wrote:
>>> ...
>>>
>>> help simulate
>>>
>>> -----Original Message-----
>>> From: [email protected] [mailto:[email protected]] On Behalf Of yannan shen
>>> Sent: Thursday, 24 January 2013 2:04 PM
>>> To: [email protected]
>>> Subject: st: Markov Chain simulation
>>>
>>> Dear statalist,
>>> I am currently learning stochastic processes and I want to use stata
>>> to simulate a random variable.
>>> I have the initial distribution and transition probability matrix.
>>> In addition, I want to repeat this process 2000 times to calculate
>>> E(X). Potentially, I want to calculate the confidence interval for my
>>> estimation.
>>> Is there a command in stat for that purpose?
>>>
>>> Thanks!
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