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| From | Austin Nichols <austinnichols@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: ergodic distribution from transition probaility matirx |
| Date | Wed, 21 Sep 2011 10:07:15 -0400 |
Tuki <kalebrave@gmail.com>: You need to give full refs to those papers if you want good help. I guess you estimated a non-ergodic transition matrix, and you want the nearest ergodic matrix in some metric? Are you sure you don't want a regular transition matrix, to ensure convergence to a unique steady state? You may want to write out a maximum likelihood estimator that constrains eigenvalues. On Wed, Sep 21, 2011 at 8:07 AM, Tuki <kalebrave@gmail.com> wrote: > Dear all, > > I was able to construct the transition probability matrix, and be able to > reproduce the tables in articles that I'm currently working on. But, I could > not reproduce in those tables, the ergodic and initial estimates. Can > anybody tell me the Stata command that can be used. * * 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/