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


From   David Muller <[email protected]>
To   [email protected]
Subject   Re: st: Random draws from multivariate normal not centered at the mean
Date   Tue, 15 Feb 2011 12:08:53 +1100

Hi Mauro,

I'm afraid I don't understand what you're after, and I don't know what
you are refer to when you use the term 'centered' if you are not
referring to the mean.

David

On Tue, Feb 15, 2011 at 11:45 AM, Mauro Caselli <[email protected]> wrote:
> 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 <[email protected]> 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 <[email protected]> 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: [email protected]
>> > *
>> > *   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/
>> >
>>
>> *
>> *   For searches and help try:
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>> *   http://www.stata.com/support/statalist/faq
>> *   http://www.ats.ucla.edu/stat/stata/
>
>
>
> --
> 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: [email protected]
>
> *
> *   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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