REGRESSION ANALYSIS IN MARKOV CHAIN

Document Type : Research Note

Authors

Department of Statistics, Shahid Beheshti University, Evin, Tehran, 19838, I. R. of Iran

Abstract

In a finite stationary Markov chain, transition probabilities may depend on some explanatory
variables. A similar problem has been considered here. The corresponding posteriors are derived and
inferences are done using these posteriors. Finally, the procedure is illustrated with a real example.

Keywords

Iranian Journal of Science
Volume 30, Issue 3 - Serial Number 3
November and December 2006
Pages 349-354

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