st: RE: To generate a correlated Poisson sample

["FEIVESON, ALAN H. (AL) (JSC-SK) (NASA)" <alan.h.feiveson@nasa.gov>]

Tony  - One way is the copula technique. Basically, you can do this by first
generating dependent normal variates, then transforming them to dependent
uniforms (via the marginal normal CDFs) and then to Poissons. There have
been a number of queries about dependent normals and I suspect there is a
FAQ on the topic.

Al Feiveson

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Tony YANG
Sent: Tuesday, February 15, 2005 3:12 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: To generate a correlated Poisson sample


Dear Listers;

How can I generate a correlated Poisson sample in Stata? And the data
structure is like the following:

Obs time1 time2 time3 time4
1          2         4        5        2 
2          1         3        5        6
3          2         3        1        5
4          0         6        4        1
...
Thanks for any suggestion in advance.

Best regards,
Tony
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