[Limdep Nlogit List] Help with Matrix command Rndm

[Schmidt, Shelton]

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) $

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