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| From | Maarten Buis <maartenlbuis@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Re: st: 答复: st: generate random data referring to given covariance matrix |
| Date | Tue, 27 Aug 2013 13:07:29 +0200 |
I assume you mean means of 0 and standard deviations of 1. Anyhow the help file of -drawnorm- contains a couple of examples that show how to create such data. After that, you can look at the helpfile for -simulate- for tricks on how to do the simulation. -- Maarten On Tue, Aug 27, 2013 at 12:32 PM, Rubi Lam wrote: > Assuming that all the variables follow normal distribution with means at 1 > and standard deviations at 0, I attempt to a simulation of PCA or Factor > Analysis with the precondition that some of them have strong correlation > while others do not. Also, I have to predict several main factors within the > variables. > That why I need to pre-set a variance matrix. --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/