topic Re: Markov Chain Transition Probabilities Macro in SAS/IML Software and Matrix Computations

Markov Chain Transition Probabilities Macro

BalassaSamuelso — Mon, 14 Mar 2016 09:51:37 GMT

Dear all,

is there a macro for calculating, e.g. the transition probabilities of matrices that is as elaborate as the R package https://github.com/spedygiorgio/markovchain?

I found papers on Elsevier like doi:10.1016/j.cmpb.2003.12.001, but mostly the download links contained in them are broken.

I wanted to begin with a calculation of transition probabilities for a base-model matrix that looks like this:

OrderID t0 t1 t2

1234 D T D

1235 D B

but extend analysis to higher-order models, consider time-heterogeneity etc.

Thank you!

Re: Markov Chain Transition Probabilities Macro

Ksharp — Tue, 15 Mar 2016 02:30:58 GMT

I believed someone have done that before.

But We don't know the logic behind it , therefore it is hard to give you some adivce .

Re: Markov Chain Transition Probabilities Macro

Rick_SAS — Tue, 15 Mar 2016 10:13:53 GMT

I am also confused by your question. Usually a markov transition model specifies a matrix of probabilities that indicate the transition probabilities between states. You seem to have a character and non-square matrix.

Re: Markov Chain Transition Probabilities Macro

BalassaSamuelso — Tue, 15 Mar 2016 11:44:32 GMT

The transition matrix I want to estimate is going to be numeric and square. It is going to show the probability of changing from state G to T, for example.

My data matrix has numeric states and does not have to be square.

See e.g. http://stats.stackexchange.com/questions/26722/calculate-transition-matrix-markov-in-r#comment49543_26726

All I can find are R packages to do so. I am searching for a SAS macro with the same capabilities.

Re: Markov Chain Transition Probabilities Macro

Rick_SAS — Tue, 15 Mar 2016 12:18:24 GMT

Lots of options, depending on what you are modeling and how you choose to model. Do an internet search for

sas markov transition matrix

See the recent paper by Chen (2014): http://www.wuss.org/proceedings14/36_Final_Paper_PDF.pdf

Also the macro by Min, Fang, and Chen (2004): http://www.sciencedirect.com/science/article/pii/S0169260703001391

Contact the authors to obtain the macro.

For alternatives to SAS/IML, see the article http://support.sas.com/kb/24/494.html

Re: Markov Chain Transition Probabilities Macro

BalassaSamuelso — Sun, 20 Mar 2016 08:07:33 GMT

Thanks for your answer. I already contacted the authors of named paper a while ago, but they don't seem to be active anymore.

All solutions I found in SAS were using numeric data, but I could not find anyone that used character data. Clearly, fitting a logit model etc would not work with my form of dataset.

Re: Markov Chain Transition Probabilities Macro

JonDickens1607 — Sat, 08 Oct 2016 08:57:50 GMT

Please provide the current contact details for the corresponding author:

SAS macro program for non-homogeneous Markov process in modeling multi-state disease progression

Wu Hui-Min

Yen Ming-Fang

Tony Hsiu-Hsi Chen