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From |
"Carlo Lazzaro" <carlo.lazzaro@tin.it> |

To |
<statalist@hsphsun2.harvard.edu> |

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

Date |
Tue, 18 Mar 2008 18:00:30 +0100 |

Dear Tiago, please try this: --------------------------------begin example------------------------ corr2data cholesterol1 cholesterol2, means(125 120) cov(25, 0.7\ 0.7, 50) cstorage(full) correlate cholesterol1 cholesterol2, covariance (obs=1000) | choles~1 choles~2 -------------+------------------ cholesterol1 | 25 cholesterol2 | .7 50 ---------------------------------end example------------------------------ HTH and Kind Regards, Carlo -----Messaggio originale----- Da: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di tiago.pereira@incor.usp.br Inviato: marted́ 18 marzo 2008 17.23 A: statalist@hsphsun2.harvard.edu Oggetto: st: Question about -drawnorm- for two normally distributed variables Dear all, I just want to generate two means which are modelled as being bivariate normally distributed. However, I am not 100% sure regarding doing that in Stata. I have to simulate two variables (mean+-standard deviation, respectively: variable 1 = 125+-50 mg/dl variable 2 = 120+-25 mg/dl covariance = 0.7 In this respect, I am using the following code: clear matrix C = (25, 0.7\ 0.7, 50) matrix m = (125,120) drawnorm cholesterol1 cholesterol2, n(100) means (m) cov(C) My question is: is that correct? when I type corr cholesterol1 cholesterol2, covar the estimated covariance (for 10^6 simulated values) is far away from the inputed 0.7 value. For instance: | choles~1 choles~2 -------------+------------------ cholesterol1 | 24.9746 cholesterol2 | .655911 49.9338 (for 1000000 simulated values) Is that normal or am I doing something wrong? Thanks again for your time. 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/

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

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