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From |
"Tom Trikalinos" <ttrikalin@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 18 Mar 2008 19:50:11 -0400 |

disregard the last four lines of me previous e-mail... sorries t On Tue, Mar 18, 2008 at 7:47 PM, Tom Trikalinos <ttrikalin@gmail.com> wrote: > covariance and correlation matrices cannot be negative definite. > > your covariance matrix > > .05 .11 > .11 .02 > > e.g. it has a negative determinant (approx -0.011). Otherwise said, > one of the eignevalues is negative (-.076), the other is approx > 0.15... > > you cov matrix corresponds to a correlation matrix: > > 1.0 3.5 > 3.5 1.0 > > which is obviously not valid... > > t > > t > > Depending of how this has arisen it may be a mistake, or you may have > to "bound" the covariance to correspond to a correlation > > > > > On Tue, Mar 18, 2008 at 6:04 PM, <tiago.pereira@incor.usp.br> wrote: > > Dear all, > > > > Would it be possible to you to explain why I am getting this: > > > > mean1 = 0.4+-0.05 (+-variance) > > mean2 = 0.2+-0.02 (+-variance) > > > > covariance = 0.11 > > > > corr2data cholesterol1 cholesterol2, means(0.4 0.2) cov(0.05, 0.11\ 0.11, > > 0.02) cstorage(full) n(100) > > > > . 0.05, 0.11\ 0.11, 0.02 not positive (semi)definite > > . r(506); > > > > > > > > Any idea? > > > > thank you! > > > > 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

**st: R: Question about -drawnorm- for two normally distributed variables***From:*"Carlo Lazzaro" <carlo.lazzaro@tin.it>

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

**Re: st: Question II about -drawnorm- for two normally distributed variables***From:*"Tom Trikalinos" <ttrikalin@gmail.com>

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