Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: RE: Markov Chain simulation


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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index