Thanks to Herman for saying this very clearly. Perhaps it helps to mention that you can pool transition frequencies for (Time 1, Time2) and (Time 2, Time 3) for estimation because, under the stationarity assumption, transitions at one time are independent of those at another.
-------------------------------------------------------------------------------- John Uebersax, PhD (858) 597-5571 La Jolla, California (858) 625-0155 (fax) email: [EMAIL PROTECTED] Statistics: http://ourworld.compuserve.com/homepages/jsuebersax/agree.htm Psychology: http://members.aol.com/spiritualpsych -------------------------------------------------------------------------------- [EMAIL PROTECTED] (Herman Rubin) wrote in message news:<adqoo0$[EMAIL PROTECTED]>... > Just combine the data. The likelihood function is > > \prod p_{ij}^{n_{ij}}, > > where p_{ij} is the probability that an individual in state > i will move to state j, and n_{ij} is the number who do it. > So the maximum likelihood estimate of p_{ij} is just the > sample proportion n_{ij}/\sum_k n_{ik}. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
