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Re: st: recovering markov transition matrix from cross sections surveys


From   Maarten Buis <[email protected]>
To   [email protected]
Subject   Re: st: recovering markov transition matrix from cross sections surveys
Date   Sun, 2 Jun 2013 10:34:55 +0200

You can get the raw transition matrix using -xttrans-. To make these
transition probabilitities dpendent on covariates just estimate
separate -(m)logit-s for each origin state. Things get more
complicated when you want to model comon unobserved variables, that
you will have to program yourself.

Hope this helps,
Maarten


On Fri, May 31, 2013 at 7:31 PM, Henrique Neder <[email protected]> wrote:
> Hi,  Stata listers
>
> Anyone know some econometric methodology (preferably with the possibility of
> implementation in Stata) to retrieve (estimate) a Markov transition matrix
> from microdata refering to a temporal sequence (not too long) of cross
> sections surveys containing binary (or nominal) information for some
> states.,eg poverty or not poverty and other covariates (that possibly
> explain poverty or other category in any nominal variable)?
>
> Best
>
> Henrique Neder
>
> Professor associado - Instituto de Economia - Universidade Federal de
> Uberlândia
> Av. João Naves de Ávila 2121, Bloco J, Campus Santa Mônica, CEP: 38400-902
> fone : 3230-9564 email: [email protected] página: www.ecn26.ie.ufu.br
>
>
>
>
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-- 
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------

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