Mike Hollis posted:
> Assuming I have a (KxK) covariance matrix (or alternatively, a set of
> pairwise correlations) and (kx1) vector of means for a population. How can
> I generate an (n x K) dataset containing a sample n random observations
> drawn from a multivariate normal distributions?
-drawnorm- will do this. It was made an official Stata command under that name in
Release 6 or 7, as I recall. I've forgotten the name of its predecessor.
-findit random multivariate normal- will point you to it.
Joseph Coveney
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