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Re: st: Drawing 3 normally distributed variable with a given correlation structure to an existing variable
From
Rachel <[email protected]>
To
[email protected]
Subject
Re: st: Drawing 3 normally distributed variable with a given correlation structure to an existing variable
Date
Wed, 26 Sep 2007 11:35:58 -0400
Hi Jeph,
-drawnorm- will draw 4 new variables. In my case, X1~N(0,1) is
already given, and I'm trying to draw X2,X3,X4~N(0,1) such that the
four variables have a given correlation structure.
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