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- Mon Aug 18, 2014 9:37 am
- Forum: Data Manipulation
- Topic: Specifying covariance structure
- Replies: 1
- Views: 1716
Specifying covariance structure
Hi, I am working on a monte carlo simulation and need to draw two random variables with a multivariate normal distribution and a specific variance/covariance. These are error terms (epsilon1, epsilon2) and are being used to specify correlation across two equations to be estimated with SUR and with G...
