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


From   Mauro Caselli <m.caselli@unsw.edu.au>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Random draws from multivariate normal not centered at the mean
Date   Tue, 15 Feb 2011 11:45:52 +1100

Unfortunately, that doesn't quite do the job. The means() option tells
the means of the distribution you draw from, which in my previous
example were 4 and 5. But is it possible to draw from that
distribution with mean 4 and 5 a set of numbers that are not centered
around those means? If you input in the means() option the means that
you would like, the draws are from a different distribution and not
from the original one I am interested in.
I hope that this clears what I am trying to do.

Mauro



On 15 February 2011 11:10, David Muller <davidmull@gmail.com> wrote:
>
> 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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> > *   http://www.ats.ucla.edu/stat/stata/
> >
>
> *
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--
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

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


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