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st: generate random data referring to given covariance matrix
From
"Rubi Lam" <[email protected]>
To
<[email protected]>
Subject
st: generate random data referring to given covariance matrix
Date
Tue, 27 Aug 2013 11:42:25 +0800
hi everybody !
I am trying to do a simulation for the PCA or Factor Analysis.
Therefore, I have to set a covariance for the variables then generate data
for them.
So here comes the problem,
- how to save the covariance matrix or the covariance data in Stata?
- how to generate random data for the variables referring to the saved
covariance matrix?
Any help is appreciated.
Many thanks,
Rubi
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