Consider the correlation matrix below. Y is a continuous normally
distributed outcome variable, T1/T2 are indicator variables (0/1) for a
3-level independent variable, and X1 - Xp are covariates. Say X1 and X2
are dummy variables while the remaining X variables are continuous and
normally distributed.
-------------------------------------------------------------------
| Y T1 T2 X1 X2 X3 … Xp
-------------------------------------------------------------------
Y | 1
T1 | 1
T2 | 1
X1 | 1
X2 | 1
X3 | 1
… | 1
Xp | 1
-------------------------------------------------------------------
I want to generate data based on specified/arbitrary Pearson correlation
matrices just like drawnorm does. However drawnorm will only generate a
multivariate normal distribution. Can anyone provide some direction for
me as to where to go from here? It's been a long week and I'm fresh out
of ideas for this one.
