transition matrix

I have a dataset which I initially believed was suitable for running Markov Chain Monte Carlo simulations, in that there is a finite number of readily identifiable states that all population elements fall into and traverse over time, elements transition from one state to another (or remain in...

Hi, I'm new to Markov chains but have been advised by a colleague to use this approach for my latest study. I have a basic understanding of the theory but I am confused by the use of maximum likelihood for estimating the transition probabilities. Why is this done and also how is it done? In my...

Is there a way to create a table of transition matrix( year to year movements between quintile groups) with spss? I have a panel data of farms and incomes and I create income groups. in rows i want quintile group period t and in colums quintile group period t+1. All i want is to see is the...

Hello everyone... it's been a while. I have a question for the econometricians out there. I have active labor 1. I have the following transition matrix (active and inactive labor participation 2012 and 2013), and I need to find the transition rates for AI and IA. -------A----I A-----55---5...

If X_i is distributed as normal with mean \mu and variance-covariance matrix D,where D is the diagonal matrix, then show that X^TD^{-1}D is distributed as noncentral \chi^2 with k degrees of freedom and noncentrality parameter \mu^TD^{-1}\mu=\lambda.

I have a data set with 2 state spaces (for which I've already generated a transition matrix). The form of the transition matrix is the following columns: User_id P(S1)*P(S2) P(S1)*(1-P(S2)) (1-P(S1))*P(S2) (1-P(S1))*(1-P(S2)) . . . I can't seem to understand how to generate...