topic Re: Discrete-time non-homogenous Markov Model in Statistical Procedures

Discrete-time non-homogenous Markov Model

varatt90 — Sat, 14 Oct 2023 16:25:06 GMT

Hi,

Is it possible to conduct a discrete-time non-homogenous Markov Model in SAS? I know msm R package can handle it but I was wondering if there is a way to do it in SAS.

If so, are there any resources that provide examples?

Thank you

Re: Discrete-time non-homogenous Markov Model

Rick_SAS — Mon, 16 Oct 2023 18:34:54 GMT

You might check whether the hidden Markov Models in SAS Econometric support the features you need.

Overview: https://support.sas.com/rnd/app/econometrics/8/Econometrics-8.2-PROC-HMM.pdf

Documentation: https://go.documentation.sas.com/doc/en/pgmsascdc/9.4_3.5/casecon/casecon_hmm_gettingstarted.htm

Note: PROC HMM is supported in SAS Viya.

Re: Discrete-time non-homogenous Markov Model

varatt90 — Tue, 17 Oct 2023 14:33:41 GMT

Thank you!