Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | David Muller <davidmull@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Random draws from multivariate normal not centered at the mean |
| Date | Tue, 15 Feb 2011 11:45:48 +1100 |
Sorry Mauro, I should clarify that you need to specify the means for all variables you wish to draw from the multivariate normal distribution. Your bivariate normal distribution cannot be uniquely defined by the mean of X and its correlation with Y. On Tue, Feb 15, 2011 at 11:10 AM, David Muller <davidmull@gmail.com> wrote: > The -means()- option in -drawnorm- does what you require. It's > documented in -help drawnorm-. > > Cheers, > David > > On Tue, Feb 15, 2011 at 10:34 AM, Mauro Caselli <m.caselli@unsw.edu.au> wrote: >> 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: m.caselli@unsw.edu.au >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/