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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: Markov Chain simulation |

Date |
Fri, 25 Jan 2013 09:12:57 +0000 |

Markov chain simulation and Mata would go together very well. You would certainly need to learn some Mata, but your problem would be an excellent vehicle. Nick On Fri, Jan 25, 2013 at 5:30 AM, yannan shen <yannan2010@gmail.com> wrote: >>> 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? n Thu, Jan 24, 2013 at 1:44 AM, Kieran McCaul <kieran.mccaul@uwa.edu.au> wrote: >>>> help simulate yannan shen >>>> 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? * * 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/

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

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

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

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