Draw Sample from Bivariate Normal Distribution

[Yufei Ren]

Hi,

I have a data set with 366 observations. From this I want to draw repeated samples from a bivariate normal distribution (with specified means and covariance matrix). For each sample that I draw I want to run a specific OLS regression to obtain coefficients estimates.

I want to draw the samples and obtain regression estimates for each sample multiple times. How do I program this in stata?

Any comments will be highly appreciated.

Thanks.

Yufei

[Sergiy Radyakin]

http://www.stata.com/manuals13/ddrawnorm.pdf

[Ernesto Rodríguez]

Hi,
I need to draw e and u from a bivariate normal distribution (e,u)~[(0,0),(1,...)] but I must keep a draw e just if it meets a truncation condition u>-z┤ where this comes from a selection equation E=z ┤ + u. I tried the "drawnorm" but I don't know how to operate so that the draw e meets the condition above...
Any help I will be greatly appreciated. Thank you very much.
Rodriguez

[Carlo Lazzaro]

#3 is a duplicated post. Please, follow this thread at: http://www.statalist.org/forums/foru...with-condition