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Finally, this is my correct answer. I forgot to mention a negative sign on C2R1. Done!!


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I figured out that this alpha represented the stationary probability distribution, and I calculated the values, using R and excel below. I have another query related to computing the Alpha. For example, in the images given, I computed the Alpha scores for Eq. 4.4 through R and my results vary a bit with respect to equation 4.6 (alpha scores presented by the ...


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You are on the right track. A multinomial distribution makes sense here. By default, the submodel for a multinomial response variable will be a multinomial logistic regression model (e.g. https://en.wikipedia.org/wiki/Multinomial_logistic_regression) with baseline coding such that the parameters for the first level of the categorical response are fixed to 0. ...


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