Simulating Data with SAS

Chapter 9

Advanced Simulation of Multivariate Data

Contents

9.1    Overview of Advanced Multivariate Simulation

9.2    Generating Multivariate Binary Variates

9.2.1    Checking for Feasible Parameters

9.2.2    Solving for the Intermediate Correlations

9.2.3    Simulating Multivariate Binary Variates

9.3    Generating Multivariate Ordinal Variates

9.3.1    Overview of the Mean Mapping Method

9.3.2    Simulating Multivariate Ordinal Variates

9.4    Reordering Multivariate Data: The Iman-Conover Method

9.5    Generating Data from Copulas

9.5.1    A Motivating Example

9.5.2    The Copula Theory

9.5.3    Fitting and Simulating Data from a Copula Model

9.6    References

 

9.1 Overview of Advanced Multivariate Simulation

The previous chapter describes ...