Table 8.
True value | θ̂ (ESD) | θ̂ (ESD) | θ̂ (ESD) | |
---|---|---|---|---|
| ||||
30 Days | 90 Days | 180 Days | ||
| ||||
Transition Prob. | ||||
| ||||
γAA | 0.90 | 0.895 (0.0003) | 0.894 (0.0011) | 0.895 (0.0023) |
γAB | 0.07 | 0.070 (0.0003) | 0.073 (0.0010) | 0.075 (0.0022) |
γAE | 0.03 | 0.031 (0.0002) | 0.030 (0.0006) | 0.030 (0.0010) |
| ||||
γBA | 0.03 | 0.030 (0.0004) | 0.030 (0.0013) | 0.029 (0.0028) |
γBB | 0.85 | 0.840 (0.0008) | 0.835 (0.0022) | 0.834 (0.0045) |
γBC | 0.09 | 0.094 (0.0006) | 0.100 (0.0016) | 0.109 (0.0032) |
γBE | 0.03 | 0.030 (0.0003) | 0.030 (0.0009) | 0.029 (0.0017) |
| ||||
γCB | 0.03 | 0.029 (0.0006) | 0.027 (0.0015) | 0.025 (0.0035) |
γCC | 0.80 | 0.799 (0.0012) | 0.795 (0.0034) | 0.795 (0.0071) |
γCD | 0.14 | 0.140 (0.0011) | 0.144 (0.0031) | 0.144 (0.0059) |
γCE | 0.03 | 0.033 (0.0003) | 0.034 (0.0015) | 0.035 (0.0030) |
| ||||
γDC | 0.03 | 0.029 (0.0008) | 0.027 (0.0025) | 0.023 (0.0051) |
γDD | 0.75 | 0.757 (0.0017) | 0.763 (0.0042) | 0.773 (0.0092) |
γDE | 0.22 | 0.213 (0.0015) | 0.209 (0.0042) | 0.203 (0.0077) |