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From |
yannan shen <yannan2010@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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 <kieran.mccaul@uwa.edu.au> wrote: >>> ... >>> >>> help simulate >>> >>> -----Original Message----- >>> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of yannan shen >>> Sent: Thursday, 24 January 2013 2:04 PM >>> To: statalist@hsphsun2.harvard.edu >>> 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! >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/faqs/resources/statalist-faq/ >>> * http://www.ats.ucla.edu/stat/stata/ >>> >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/faqs/resources/statalist-faq/ >>> * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: RE: Markov Chain simulation***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**st: Markov Chain simulation***From:*yannan shen <yannan2010@gmail.com>

**st: RE: Markov Chain simulation***From:*Kieran McCaul <kieran.mccaul@uwa.edu.au>

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