transition matrix

  1. S

    Options for deriving probability distributions of time-sequenced transition matrices when the data lacks the "memoryless" feature of a Markov chain?

    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...
  2. F

    Maximum likelihood estimation of transition probabilities

    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...
  3. O

    transition matrix

    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...
  4. K

    (Economics) Transition matrices: transition rates, activity rate

    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...
  5. J

    non-central chi-square distribution.

    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.
  6. C

    Using MDP toolbox in R

    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...