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Topic: simulation question
Replies: 3   Last Post: Feb 28, 2013 1:06 AM

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Bijan Mobasseri

Posts: 47
Registered: 12/7/04
simulation question
Posted: Feb 26, 2013 7:59 PM
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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 explicitly--something 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.

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