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A transition matrix is a square matrix used to describe the transitions of a Markov chain.

2 votes
1 answer
511 views

Estimating transition probability from a state to itself with the MSM package

For a given panel dataset I have used the MSM package to estimate transition probabilities between states. Using the pnext.msm function I can obtain the probabilities of getting from a given state $r$ …
Stijn's user avatar
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1 vote
1 answer
284 views

R MSM: unexpected identical transition rate matrices for different values of covariate; why?

I am fitting a continuous-time Markov model to a panel dataset using the R package MSM. Because I am interested in sex-differences in transition rates, I fit the model with covariate sex ("M" or "F") …
Stijn's user avatar
  • 1,922