Nick,
Your answer yesterday was clear. I was looking for a neat way to solve the
problem, but finally decided to use the following set of commands for a
similar, yet smaller, problem of only 13 timepoints:
quietly replace `p1' = invlogit(`lgtp1');
quietly replace `p2' = `p1' * `ka' + (1-`p1' ) * `mu'
quietly replace `p3' = `p2' * `ka' + (1-`p2' ) * `mu'
quietly replace `p4' = `p3' * `ka' + (1-`p3' ) * `mu'
quietly replace `p5' = `p4' * `ka' + (1-`p4' ) * `mu'
quietly replace `p6' = `p5' * `ka' + (1-`p5' ) * `mu'
quietly replace `p7' = `p6' * `ka' + (1-`p6' ) * `mu'
quietly replace `p8' = `p7' * `ka' + (1-`p7' ) * `mu'
quietly replace `p9' = `p8' * `ka' + (1-`p8' ) * `mu'
quietly replace `p10' = `p9' * `ka' + (1-`p9' ) * `mu'
quietly replace `p11' = `p10' * `ka' + (1-`p10' ) * `mu'
quietly replace `p12' = `p11' * `ka' + (1-`p11' ) * `mu'
quietly replace `p13' = `p12' * `ka' + (1-`p12' ) * `mu'
Here, ka and mu are the transition probs. Of course, following your
matrix-suggestion would solve all problems but also cause some extra work,
while copying statements is very fast... I didn't know the 'egen' statement,
so, I'll have a look at it right away. Thanks again, Ben.
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