Hi, all, I currently have a data set about discrete Markov Chain. 1000 patients can be in 6 ordinal status, named 1 to 6. We observed the status of each patient at time 0, 18 month, and 36 month. i.e. 3 time points. We assume the change of status in this population follows a stationary MC process. From time 0 to 18 and from time 18 to 36 now have the same transition probability matrix P (by assumption). >From what we observed from the data, we can construct the empirical transition probability matrices, because we know exactly the status for each patient and thus the proportion of changes.
Now, I need an official method to estimate the common P mentioned above, best a method in the literature. Or please give me a reference that I can look up. Thanks a lot. Really urgent! Jun . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
