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From |
Austin Nichols <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: defining a covariance matrix |

Date |
Wed, 1 May 2013 14:29:37 -0400 |

Ariel Linden, DrPH <ariel.linden@gmail.com>: Poorly written description IMHO, but perhaps like so? matrix C = (2,1,-1\1,1,-.5\-1,-.5,1) drawnorm X1 X2 X3, n(1000) cov(C) clear corr X?, cov On Wed, May 1, 2013 at 2:21 PM, Ariel Linden, DrPH <ariel.linden@gmail.com> wrote: > Hi All, > > I am trying to replicate some analyses from a paper, and I came across the following sentence: > > "X1, X2, and X3 are multivariate normal with means zero, variances of (2, 1, 1) and covariances of (1,-1,-0.5) respectively." > > Can someone tell me how to define the covariance matrix as described above? This rest is easy enough: > > *** code**** > matrix m = (0,0,0) > matrix sd = (sqrt(2),1,1) > matrix C = ? > drawnorm X1 X2 X3, n(1000) means(m) sds(sd) cov(C) > > Thanks in advance > > Ariel > > > > * > * 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/

**References**:**st: defining a covariance matrix***From:*"Ariel Linden, DrPH" <ariel.linden@gmail.com>

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