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首页> 外文期刊>Statistica neerlandica >Estimating Transition Probabilities from a Time Series of Independent Cross Sections
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Estimating Transition Probabilities from a Time Series of Independent Cross Sections

机译：根据独立横截面的时间序列估计过渡概率

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摘要

This paper considers the implementation of a nonstationary, heterogeneous Markov model for the analysis of a binary dependent variable in a time series of independent cross sections. The model, previously considered by Moffitt (1993), offers the opportunity to estimate entry and exit transition probabilities and to examine the effects of time-constant and time-varying covariates on the hazards. We show how ML estimates of the parameters can be obtained by Fisher's method-of-scoring and how to estimate both fixed and time-varying covariate effects. The model is exemplified with an analysis of the labor force participation decision of Dutch women using data from the Socio-economic Panel (SEP) study conducted in the Netherlands between 1986 and 1995. We treat the panel data as independent cross sections and compare the employment status sequences predicted by the model with the observed sequences in the panel. Some open problems concerning the application of the model are also discussed.
机译：本文考虑了一个非平稳，异构Markov模型的实现，该模型用于分析独立截面的时间序列中的二进制因变量。该模型先前由Moffitt（1993）考虑过，它提供了机会来估计进入和退出过渡的概率，并检验时变协变量和时变协变量对危害的影响。我们将展示如何通过Fisher的评分方法获得参数的ML估计，以及如何估计固定和时变协变量效应。该模型以对荷兰妇女的劳动力参与决策的分析为示例，该分析使用了1986年至1995年在荷兰进行的社会经济专家组（SEP）研究得出的数据。我们将专家组数据视为独立的横截面，并比较就业情况。模型预测的状态序列以及面板中观察到的序列。还讨论了有关模型应用的一些未解决的问题。

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  • 来源
    《Statistica neerlandica》 |2001年第2期|249-262|共14页
  • 作者

    Ben Pelzer; Rob Eisinga; Philip Hans Franses;

  • 作者单位

    Research Technical Department University of Nijmegen P.O. Box 9104 6500 HE Nijmegen The Netherlands;

    Department of Social Science Research Methods University of Nijmegen P.O. Box 9104 6500 HE Nijmegen The Netherlands;

    Econometric Institute Erasmus University Rotterdam P.O. Box 1738 3000 DR Rotterdam The Netherlands;

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  • 原文格式 PDF
  • 正文语种 eng
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  • 关键词

    repeated cross sections; pseudo-panel data; Markov model;

    机译：重复截面;伪面板数据;马尔可夫模型;

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