[Limdep Nlogit List] Help with Matrix command Rndm

[William Greene]

Shelton. Use 
CREATE ; A = RMN(mua,sigmaa) $
You do not need the ROWS command.
Regards,
/Bill

----- Original Message -----
From: "Shelton Schmidt" <schmidts at union.edu>
To: limdep at limdep.itls.usyd.edu.au
Sent: Monday, March 22, 2010 1:45:00 AM GMT -05:00 Colombia
Subject: [Limdep Nlogit List] Help with Matrix command Rndm

I am trying to generate 1000 observations on each of two pseudo-random
variables, say x1 and x2.  The requirements are as follows:

1.      the bivariate pdf is multivariate normal;

2.      the mean of x1 is 10 and the mean of x2 is 20;

3.      the variance of x1 is 9 and the variance of x2 is 16; and

4.      the covariance between x1 and x2 is 5.

It seems to me that I should be able generate these 2000 numbers using
the following LIMDEP commands,, but I can't.  Please help.

Thanks,
Shelton

/***********************************************************************
*/

RESET $

 

MATRIX      ; muA = [10.0, 20.0] $

MATRIX      ; sigmaA = [9.0, 5.0 / 5.0, 16.0] $

 

ROWS        ;1000$

SAMPLE      ;1-1000$

 

CALC        ; Ran(12345) $

MATRIX      ; A = Rndm(muA, sigmaA) $

/***********************************************************************
*/

 

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