[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
"Tom Trikalinos" <ttrikalin@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Question II about -drawnorm- for two normally distributed variables |

Date |
Tue, 18 Mar 2008 19:47:06 -0400 |

covariance and correlation matrices cannot be negative definite. your covariance matrix .05 .11 .11 .02 e.g. it has a negative determinant (approx -0.011). Otherwise said, one of the eignevalues is negative (-.076), the other is approx 0.15... you cov matrix corresponds to a correlation matrix: 1.0 3.5 3.5 1.0 which is obviously not valid... t t Depending of how this has arisen it may be a mistake, or you may have to "bound" the covariance to correspond to a correlation On Tue, Mar 18, 2008 at 6:04 PM, <tiago.pereira@incor.usp.br> wrote: > Dear all, > > Would it be possible to you to explain why I am getting this: > > mean1 = 0.4+-0.05 (+-variance) > mean2 = 0.2+-0.02 (+-variance) > > covariance = 0.11 > > corr2data cholesterol1 cholesterol2, means(0.4 0.2) cov(0.05, 0.11\ 0.11, > 0.02) cstorage(full) n(100) > > . 0.05, 0.11\ 0.11, 0.02 not positive (semi)definite > . r(506); > > > > Any idea? > > thank you! > > Tiago > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Question II about -drawnorm- for two normally distributed variables***From:*"Tom Trikalinos" <ttrikalin@gmail.com>

**References**:**st: Question about -drawnorm- for two normally distributed variables***From:*tiago.pereira@incor.usp.br

**st: R: Question about -drawnorm- for two normally distributed variables***From:*"Carlo Lazzaro" <carlo.lazzaro@tin.it>

**st: Question II about -drawnorm- for two normally distributed variables***From:*tiago.pereira@incor.usp.br

- Prev by Date:
**Re: st: Multicollinearity and logit** - Next by Date:
**Re: st: Question II about -drawnorm- for two normally distributed variables** - Previous by thread:
**st: Question II about -drawnorm- for two normally distributed variables** - Next by thread:
**Re: st: Question II about -drawnorm- for two normally distributed variables** - Index(es):

© Copyright 1996–2016 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |