Table 10.
True value | θ̂ (ESD) | θ̂ (ESD) | θ̂ (ESD) | |
---|---|---|---|---|
| ||||
30 Days | 90 Days | 180 Days | ||
| ||||
Transition Prob. | ||||
| ||||
γAA | 0.90 | 0.892 (0.0003) | 0.892 (0.0011) | 0.894 (0.0020) |
γAB | 0.07 | 0.074 (0.0003) | 0.076 (0.0010) | 0.076 (0.0019) |
γAE | 0.03 | 0.030 (0.0002) | 0.030 (0.0005) | 0.029 (0.0010) |
| ||||
γBA | 0.03 | 0.031 (0.0004) | 0.032 (0.0013) | 0.032 (0.0023) |
γBB | 0.85 | 0.837 (0.0007) | 0.834 (0.0023) | 0.835 (0.0044) |
γBC | 0.09 | 0.096 (0.0005) | 0.100 (0.0016) | 0.105 (0.0033) |
γBE | 0.03 | 0.029 (0.0003) | 0.029 (0.0009) | 0.028 (0.0017) |
| ||||
γCB | 0.03 | 0.030 (0.0005) | 0.031 (0.0014) | 0.031 (0.0037) |
γCC | 0.80 | 0.805 (0.0010) | 0.800 (0.0030) | 0.798 (0.0069) |
γCD | 0.14 | 0.133 (0.0008) | 0.137 (0.0029) | 0.139 (0.0054) |
γ CE | 0.03 | 0.031 (0.0004) | 0.032 (0.0014) | 0.032 (0.0029) |
| ||||
γDC | 0.03 | 0.031 (0.0007) | 0.031 (0.0025) | 0.030 (0.0057) |
γDD | 0.75 | 0.752 (0.0016) | 0.757 (0.0048) | 0.768 (0.0099) |
γDE | 0.22 | 0.216 (0.0015) | 0.212 (0.0042) | 0.202 (0.0081) |