Re: st: transition probabilities

["emre ekinci" <eekinci2610@hotmail.com>]

Let me clarify:

I know that ecah cell contains a known probability and a function of which 
parameters are to be estimated.so I know that each the probabilities in each 
cell are uniqely determined.I am studying the identification restricitions 
in presence of attrition.I will use the refreshment sample to estimate this 
transition matrix(indeed a first order markov process).I need to learn two 
things:
1.How can I estimate this 3x3 matrix by using MLE in STATA?
2.how can I add some restrictions to my optimization problem?

thank you in advance.

best,
emre



> From: Maarten buis <maartenbuis@yahoo.co.uk>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: transition probabilities
> Date: Mon, 14 May 2007 17:50:06 +0100 (BST)
>
> --- emre ekinci <eekinci2610@hotmail.com> wrote:
> > I need to estimate transition probabilities subject to some
> > constraints.I do  not know how to tell stata to do that.
> > speicificallly,I have a 3x3 matrix with each cell contatining some
> > probability.I need to estimate these probabilities subject to 6
> > marginal probabilities.
>
> The difficulty is not with Stata. The probabilities in the matrix are
> not uniquely defined by just the marginal probabilities. You also need
> the odds ratios.
>
> Hope this doesn't destroy your research plans too much,
> Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
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