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From | John Antonakis <John.Antonakis@unil.ch> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: defining a covariance matrix |
Date | Wed, 01 May 2013 22:32:19 +0200 |
Hi Ariel: Try: matrix C = (2,1,-1\1,1,-.5\-1,-.5,1) corr2data x1 x2 x3, cov(C) n(1000)You can also do this with -ssd-, but only if you estimate the model with -sem-:
ssd init x1 x2 x3 ssd set obs 1000 ssd set cov 2 \ 1 1 \ -1 -.5 1 Best, J. __________________________________________ John Antonakis Professor of Organizational Behavior Director, Ph.D. Program in Management Faculty of Business and Economics University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 http://www.hec.unil.ch/people/jantonakis Associate Editor The Leadership Quarterly __________________________________________ On 01.05.2013 20:21, Ariel Linden, DrPH wrote:
Hi All, I am trying to replicate some analyses from a paper, and I came across the following sentence: "X1, X2, and X3 are multivariate normal with means zero, variances of (2, 1, 1) and covariances of (1,−1,−0.5) respectively." Can someone tell me how to define the covariance matrix as described above? This rest is easy enough: *** code**** matrix m = (0,0,0) matrix sd = (sqrt(2),1,1) matrix C = ? drawnorm X1 X2 X3, n(1000) means(m) sds(sd) cov(C) Thanks in advance Ariel * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/
* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/