I have some custom code for running 3x3 Markovs on panel data. It's not
general and so would need to be modified, but it works.
David Epstein
-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of Nick Cox
Sent: Thursday, July 24, 2003 11:18 AM
To: [email protected]
Subject: st: RE: Markov Chain Model
I don't think there is much in Stata.
-xttrans- calculates transition probabilities.
There is rather old program called -markov-
on SSC which is probably not what you want.
Why do I say that? People working in this area
usually have panel data and -markov- does not
support panel data.
Some Markov chain models can be reformulated
as log-linear models in which case -glm- is
probably the tool to use.
Nick
[email protected]
> -----Original Message-----
> Yaseen Ghulam
>
> I was wondering that STATA can estimate markov chain model and if
> yes, are there any user written codes to do the job? Help
> appreciated.
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