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st: Random draws from multivariate normal not centered at the mean
From
Mauro Caselli <[email protected]>
To
statalist <[email protected]>
Subject
st: Random draws from multivariate normal not centered at the mean
Date
Tue, 15 Feb 2011 10:34:26 +1100
Dear Stata users,
I have the following question:
I have a multivariate normal distribution with two variables
(therefore I have means and variances of both and the correlation
coefficient). I want to draw psuedo-random draws from this
distribution and I know that this can be done with the command
drawnorm. However, I would like to have draws not centered at the mean
of the population but rather at a different value of one of the two
variables.
So, if the means are 4 for x and 5 for y, for instance I would like to
draw ten numbers that give an average of 3 for x and follow the
multivariate normal to give the relative values of y. Is this possible
with drawnorm? If not, can anyone point me in the right direction?
Thank you very much.
With best wishes,
Mauro
--
Mauro Caselli
Postdoctoral Research Fellow
School of Economics, Room 410
Australian School of Business
The University of New South Wales, NSW, 2052
Australia
Phone: +61 (0)2 9385 3561
Email: [email protected]
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