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Re: st: Random draws from multivariate normal not centered at the mean


From   David Muller <davidmull@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Random draws from multivariate normal not centered at the mean
Date   Tue, 15 Feb 2011 11:10:55 +1100

The -means()- option in -drawnorm- does what you require. It's
documented in -help drawnorm-.

Cheers,
David

On Tue, Feb 15, 2011 at 10:34 AM, Mauro Caselli <m.caselli@unsw.edu.au> wrote:
> Dear Stata users,
>
> I have the following question:
> I have a multivariate normal distribution with two variables
> (therefore I have means and variances of both and the correlation
> coefficient). I want to draw psuedo-random draws from this
> distribution and I know that this can be done with the command
> drawnorm. However, I would like to have draws not centered at the mean
> of the population but rather at a different value of one of the two
> variables.
> So, if the means are 4 for x and 5 for y, for instance I would like to
> draw ten numbers that give an average of 3 for x and follow the
> multivariate normal to give the relative values of y. Is this possible
> with drawnorm? If not, can anyone point me in the right direction?
>
> Thank you very much.
>
> With best wishes,
>
> Mauro
>
>
>
> --
> Mauro Caselli
> Postdoctoral Research Fellow
> School of Economics, Room 410
> Australian School of Business
> The University of New South Wales, NSW, 2052
> Australia
> Phone: +61 (0)2 9385 3561
> Email: m.caselli@unsw.edu.au
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