[R] Data Simulation

[peter dalgaard]

On Jul 8, 2012, at 23:39 , ycyi121 wrote:

> Hi,
> 
> I have great difficulty in simulation the a dataset based in a loading
> matrix [c(1,1,1,2,3,3,3,4,4,3,2,2,1,1), 7, 2) and an error covariance matrix
> is 2*I. I have to simulate a dataset with 7 variables and 50 rows. I search
> a lot and did find some information on this, for example, using rmvnorm().
> But I could do it.
> 
> Please help!
> 

This looks like homework, and we don't do people's homework on this list. One hint though: You have in your textbook a formula that connects your loadings and errors to the 7x7 covariance matrix for observations. This is what you need in order to use rmvnorm().


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-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com