MARKOV: Stata module to generate Markov probabilities

Nicholas Cox

Statistical Software Components from Boston College Department of Economics

Abstract: markov examines varname, treated as a sequence or series, to produce basic summaries relevant to discrete-time, discrete-state Markov chains. markov tabulates one-step transition frequencies from one state to another, carries out a chi-square test for independence, and tabulates a transition probability matrix. The frequency matrix and the probability matrix are saved as F and P, or as whatever names are specified. Matrices with these names are overwritten. It is the user's responsibility to ensure that data are in the appropriate sort order when markov is called. tabchi must be installed first. Note added 2011: This is a small and limited program from 1998 that just does what it says, and no more. For example, it does not support panel data, or modelling with predictor variables, or do almost anything else you might want to do with Markov chain models.

Language: Stata
Keywords: time series; Markov; transition probabilities; chi-square tests (search for similar items in EconPapers)
Date: 1998-02-28
Note: This module may be installed from within Stata by typing "ssc install markov". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/m/markov.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/markov.hlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s336002

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