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Re: st: problems with corr2data command


From   Nick Cox <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: problems with corr2data command
Date   Wed, 5 Feb 2014 11:34:06 +0000

This appeared in different form as

http://stackoverflow.com/questions/21532856/how-to-generate-a-dataset-of-correlated-variables-with-different-distributions

where advice was given by others to use copulas.

The Statalist FAQ is quite explicit in requesting that posters tell us
whenever they have cross-posted in other forums. Cross-posting is
fine, but telling us about it is clearly good practice.

Nick
[email protected]


On 5 February 2014 10:33, Hauck, Katharina D <[email protected]> wrote:

> For teaching purposes, I have to generate eight datasets of correlated
> random variables with different distributions. Correlations, means and SD
> of all variables have to be the same across datasets. I am using the
> corr2data command but I have several issues: First, I cannot generate
> discrete variables (or only with messy recoding afterwards), I cannot set
> max and min values for the generated variables (again, requiring messy
> recoding afterwards), and I seem to make a mistake with the correlation
> matrix because when I check correlations after generation they are not
> what they should be. Any tips for handling this command, or suggestions on
> alternative commands? I am considering doing this all in MatLab, again,
> any experiences highly welcome.
>
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