Re: st: Drawing multiple variables with fixed correlations to an existing variable and to each other

[Michael Hanson <mshanson@mac.com>]

On Aug 15, 2007, at 5:01 PM, Rachel wrote:

> Is there a way to generate several variables with a given correlation
> matrix given a single variable.  Again I have an existing variable x1,
> which is distributed as a
> standard normal.  I'd like to generate x2 and x3 such that
> corr(x1,x2)=p1 and corr(x1,x3)=p2 and corr(x2,x3)=p3.
	If I understand your question correctly, -drawnorm ..., corr()-  
should do what you are looking for.  Hope this helps.

                                        -- Mike


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