The DO Loop
Statistical programming in SAS with an emphasis on SAS/IML programs
SAS has more than 25 common probability distributions that are supported in the PDF, CDF, QUANTILE, and RAND functions. If you want to work with a less common distribution, you can implement these functions yourself. For example, I previously showed how to use PROC FCMP in Base SAS to implement
The classical multivariate normal (MVN) distribution is a standard model for correlated data. It is a simple model, it is easy to fit the MVN model to data, and the parameters in the model (locations and correlations) are intuitive. Of course, normality is a strong assumption that is not always
A previous article discusses how to generate a random correlation matrix. On average, in a random correlation matrix, half of the off-diagonal entries are negative and half are positive. For any realization, the proportion of negative correlations might be greater than (or less than) half. This is in contrast to