Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: 答复: Re: st: 答复: st: generate random data referring to given covariance matrix
From
"Rubi Lam" <[email protected]>
To
<[email protected]>
Subject
st: 答复: Re: st: 答复: st: generate random data referring to given covariance matrix
Date
Wed, 28 Aug 2013 11:38:30 +0800
Thank you for your advice Maarten.
I will try it and see how it turns out.
Best regards,
Rubi
-----邮件原件-----
发件人: [email protected]
[mailto:[email protected]] 代表 Maarten Buis
发送时间: 2013年8月27日 19:07
收件人: [email protected]
主题: st: Re: st: 答复: st: generate random data referring to given
covariance matrix
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/
*
* 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/