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st: Generating Simulated Data


From   "Timothy W. Victor" <tvictor@dolphin.upenn.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Generating Simulated Data
Date   Sat, 05 Jun 2004 15:34:27 -0400

Consider the correlation matrix below. Y is a continuous normally distributed outcome variable, T1/T2 are indicator variables (0/1) for a 3-level independent variable, and X1 - Xp are covariates. Say X1 and X2 are dummy variables while the remaining X variables are continuous and normally distributed.

-------------------------------------------------------------------
| Y T1 T2 X1 X2 X3 … Xp
-------------------------------------------------------------------
Y | 1
T1 | 1
T2 | 1
X1 | 1
X2 | 1
X3 | 1
… | 1
Xp | 1
-------------------------------------------------------------------

I want to generate data based on specified/arbitrary Pearson correlation matrices just like drawnorm does. However drawnorm will only generate a multivariate normal distribution. Can anyone provide some direction for me as to where to go from here? It's been a long week and I'm fresh out of ideas for this one.

Thanks





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