Date: Fri, 26 Sep 2003 15:04:36 -0700
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: "David L. Cassell" <cassell.david@EPAMAIL.EPA.GOV>
Subject: Re: data simulation
Content-type: text/plain; charset=US-ASCII
Regi <regivm123@YAHOO.COM> wrote:
> I need to create a data set consisting of 7 variables. I know the
> paramters of the variables like mean and variance (all normally
> distributed). A also know the correlation coefficients between these
> variables. Can somebody help me with a possible approach?
Sure. You can do it in SAS. You should be able to create the data
set in a DATA step, unless your correlation matrix is too messy. In
that case, it could be easier to do it using SAS/IML.
I can't help you much more than that, though. You simply didn't provide
enough information. Do you want a 7-dimensional multivariate normal
distribution? How complex is the covariance matrix? How many
did you plan to create? What are you using this for?
Perhaps, if you write back to SAS-L (not to me personally) with
more details, someone here can help you more. In the meantime,
look through the SAS-L archives and you'll find that people have
written code to generate multivariate normal observations before,
and you could use that code as a starting point...
David Cassell, CSC
Senior computing specialist