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simulation question
Posted:
Feb 26, 2013 7:59 PM


I'm trying to formulate a simulation program in Stata. In particular, I want to simulation the behavior of a regression model with two independent variables under specific conditions. Stata has a function for developing oversavtions from a multivariate normal distribution give a correlation/covariance matrix and vectors of means and standard deviations. But I'd rather formulate the model explicitlysomething I haven't done since grad school, many years ago.
Assume I have a standardize regression model with a known correlation matrix. I can set one beta and I'd like to derive the expression for the seond in terms of the first. I also have a particular mean structure I want to impose. Can anyone point me to books or articles outlining how to do this?
Thanks in advance.



