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st: RE: RE: To generate a correlated Poisson sample


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: RE: To generate a correlated Poisson sample
Date   Tue, 15 Feb 2005 21:34:14 -0000

. findit copula

just finds 

SJ-2-2  st0010  . . . . . . . . . . . . . . . . . . . . .  Power by simulation
        . . . . . . . . . . . . . . . . . . . . . . . . . . . . A. H. Feiveson
        Q2/02   SJ 2(2):107--124                                 (no commands)
        describes how to perform power and sample size estimation
        using simulation in Stata

Nick 
[email protected] 

Al Feiveson 
 
> 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.
 
Tony YANG
 
> 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
> ...

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