A Note on Generating Multivariate Data with Desired Means, Variances, and Covariances.

Capra, J. R.; Elster, R. S.

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Peer reviewed

ERIC Number: EJ043734

Record Type: CIJE

Publication Date: 1971

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A Note on Generating Multivariate Data with Desired Means, Variances, and Covariances

Capra, J. R.; Elster, R. S.

Educational and Psychological Measurement, 31, 3, 749-52, Aut 71

This method of generating multivariate data differs from previous techniques in that it uses Crout factorization to develop the desired variance-covariance matrix. (Author/CK)

Descriptors: Computer Programs, Mathematical Models, Mathematics, Multiple Regression Analysis, Statistical Analysis, Transformations (Mathematics)

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