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Transition matrix for a bivariate normal distribution in Stata

Author

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  • Marco Savegnago

    (Bank of Italy)

Abstract

trabinor calculates the population transition matrix between two discretized variables when the original continuous variables follow a bivariate normal distribution. The user can specify the five parameters of bivariate normal and how to discretize the two variables by choosing either a given number of quantiles or a set of absolute boundaries. Copyright 2015 by StataCorp LP.

Suggested Citation

  • Marco Savegnago, 2015. "Transition matrix for a bivariate normal distribution in Stata," Stata Journal, StataCorp LP, vol. 15(2), pages 547-553, June.
    • Handle: RePEc:tsj:stataj:v:15:y:2015:i:2:p:547-553
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