tag:blogger.com,1999:blog-1632714125118693426.post4271955199540022049..comments2023-10-04T07:27:11.392-07:00Comments on Malaise Precis: Generating correlated random variables using SASmalaiseprecishttp://www.blogger.com/profile/06559867567783156221noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-1632714125118693426.post-19083106469879981172015-12-21T12:08:21.425-08:002015-12-21T12:08:21.425-08:00Just a note, if you set the correlations between d...Just a note, if you set the correlations between different columns to all be the same:<br /><br />The Cholesky decomposition method causes the columns to always be ordered as follows: COL1 < COL2 < COL3 in terms of their means. Unfortunately, the eigenvalue method has a similar problem and will always be ordered as follows: COL1 < COL3 < COL2. You need to be very aware of this when you use this method as it can introduce unwanted bias into your simulation study.Justinhttps://www.blogger.com/profile/14627998363914433811noreply@blogger.comtag:blogger.com,1999:blog-1632714125118693426.post-37526650049748998462015-12-21T12:06:56.791-08:002015-12-21T12:06:56.791-08:00This comment has been removed by the author.Justinhttps://www.blogger.com/profile/14627998363914433811noreply@blogger.com