Bookmark and Share

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: generate random data referring to given covariance matrix


From   "Rubi Lam" <[email protected]>
To   <[email protected]>
Subject   st: generate random data referring to given covariance matrix
Date   Tue, 27 Aug 2013 11:42:25 +0800

hi everybody !

I am trying to do a simulation for the PCA or Factor Analysis.
Therefore,  I have to set a covariance for the variables then generate data
for them.

So here comes the problem,

- how to save the covariance matrix or the covariance data in Stata?

- how to generate random data for the variables referring to the saved
covariance matrix?

Any help is appreciated.
Many thanks,
Rubi

*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index