[Limdep Nlogit List] Help with Matrix command Rndm

[Schmidt, Shelton]

Hi Bill,
Thank you very much for your help.

I get the following error messages.  Is my problem that I'm using
Version 8.0.6 April 25, 2003?
--> RESET
--> RESET $
--> MATRIX ; muA = [10.0, 20.0] $
--> MATRIX ; sigmaA = [9.0, 5.0 / 5.0, 16.0] $
--> ROWS ; 1000 $
Data matrix will have     1000 rows and 200 columns.
--> SAMPLE ; 1-1000 $
--> CALC ; Ran(12345) $
--> CREATE ; A = RMN(muA,sigmaA) $
Error:   768: Have been unable to break down the command segment.
Error:   623: Check for error in RMNaa
Error:   623: Look for: Unknown names, pairs of operators, e.g., */
Error:    61: Compilation error in CREATE. See previous diagnostic.

I think I need the ROWS command, otherwise I get the error message:
--> MATRIX ; sigmaA = [9.0, 5.0 / 5.0, 16.0] $
--> SAMPLE ; 1-1000 $
Error:    38: SAMPLE - range n1-n2, n1<=0,n2<=0, n1>nrec, n2>nrec,
n1>n2.

Thanks,
Shelton
***********************

-----Original Message-----
From: limdep-bounces at limdep.itls.usyd.edu.au
[mailto:limdep-bounces at limdep.itls.usyd.edu.au] On Behalf Of William
Greene
Sent: Monday, March 22, 2010 7:47 AM
To: Limdep and Nlogit Mailing List
Subject: Re: [Limdep Nlogit List] Help with Matrix command Rndm

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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