Linda wrote: > Hi there! > > I wonder whether there are any good rule of thumb in choosing Markov states? > > Cheers, > Linda
The answer to this also depends on your choice of estimation procedure. I assume you are estimating it as in Rabiner's paper, which implies a maximum likelihood estimation framework. In this case, calculate the penalized likelihood value (e.g. using Akaike's model order selection criterion or, better still, Minimum Description Length) for different number of states (state space dimension) and pick the minimum. Iead . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
