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

[Rachel <academicgirl@gmail.com>]

Hi Mike,

The issue with drawnorm is that it draws all the variables at once.  I
need to draw a set of variables with a fixed correlation structure
relative to an EXISTING variable.

Thanks,
Rachel

On 8/15/07, Michael Hanson <mshanson@mac.com> wrote:
> 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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