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

["Henrique Neder" <hdneder@ufu.br>]

Maarten

Thanks for your suggestion but actually my information consists of a set of
10 independent random samples (not a panel) with information on the state of
poverty (poverty or not) of each household and several independent variables
that are supposed to explain (or cause) the poverty status. The sample at
time t is not comprised of the same individuals that are contained in sample
at time t-1. As there is not a panel, we cannot use the command xttrans to
derive the transition probabilities. We cannot directly calculate the
probability of an individual i in t-1 which is in the 0 state to pass, for
example, to state 1 or remain in state 0. Therefore the suggestion of using
a logit (or a set of logits) for estimating these transition probabilities
based on independent samples and repeated in time is apparently not possible
to be implemented. I imagine there might be a methodology that indirectly
retrieve these transition probabilities using eg Bayesian statistics. Do you
know any possibility for this or any literature that is driven in this way?

Regards, Henrique

-----Mensagem original-----
De: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Em nome de Maarten Buis
Enviada em: domingo, 2 de junho de 2013 05:35
Para: statalist@hsphsun2.harvard.edu
Assunto: Re: st: recovering markov transition matrix from cross sections
surveys

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 <hdneder@ufu.br> 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: hdneder@ufu.br 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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