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st: RE: RE: Markov Chain Model

From   "David Epstein" <>
To   <>
Subject   st: RE: RE: Markov Chain Model
Date   Thu, 24 Jul 2003 13:23:40 -0400

I have some custom code for running 3x3 Markovs on panel data. It's not
general and so would need to be modified, but it works.

David Epstein

-----Original Message-----
[]On Behalf Of Nick Cox
Sent: Thursday, July 24, 2003 11:18 AM
Subject: st: RE: Markov Chain Model

I don't think there is much in Stata.

-xttrans- calculates transition probabilities.

There is rather old program called -markov-
on SSC which is probably not what you want.
Why do I say that? People working in this area
usually have panel data and -markov- does not
support panel data.

Some Markov chain models can be reformulated
as log-linear models in which case -glm- is
probably the tool to use.


> -----Original Message-----
> Yaseen Ghulam
> I was wondering that STATA can estimate markov chain model and if
> yes, are there any user written codes to do the job? Help
> appreciated.

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