Rick Wicklin, PhD, is a distinguished researcher in computational statistics at SAS and is a principal developer of SAS/IML software. His areas of expertise include computational statistics, simulation, statistical graphics, and modern methods in statistical data analysis. Rick is author of the books Statistical Programming with SAS/IML Software and Simulating Data with SAS.
How do you simulate a contingency table that has a specified row and column sum? Last week I showed how to simulate a random 2 x 2 contingency table when the marginal frequencies are specified. This article generalizes to random r x c frequency tables (also called cross-tabulations) that have the same marginal row
A recent question posted on a discussion forum discussed storing the strictly upper-triangular portion of a correlation matrix. Suppose that you have a correlation matrix like the following: proc iml; corr = {1.0 0.6 0.5 0.4, 0.6 1.0 0.3 0.2, 0.5 0.3 1.0 0.1, 0.4 0.2 0.1 1.0}; Every correlation
When modeling and simulating data, it is important to be able to articulate the real-life statistical process that generates the data. Suppose a friend says to you, "I want to simulate two random correlated variables, X and Y." Usually this means that he wants data generated from a multivariate distribution,
