I'm sure this question has been asked a number of times before, but I wan't
able to find an answer in the Stata FAQs.
Assuming I have a (KxK) covariance matrix (or alternatively, a set of
pairwise correlations) and (kx1) vector of means for a population. How can
I generate an (n x K) dataset containing a sample n random observations
drawn from a multivariate normal distributions?
Thanks in advance.
____________________________________________________________________
Mike Hollis
[email protected]
Life is what happens while you're busy making other plans. John Lennon
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