I want to generating data with a known correlation structure. I use proc iml and this codes.
proc iml;
n = 5;
r = {1 .07 .25 .6, .07 1 .07 .25, .25 .07 1 .07, .6 .25 .07 1};
print r;
c = root(r);
print c;
z=j(n,4,.);
do i = 1 to n;
do j = 1 to 4;
z[i,j]=rannor(-99);
end;
end;
print z;
d = z*c;
print d;
x1 = d[,1]; x2=d[,2]; x3=d[,3]; x4=d[,4];
print x1 x2 x3 x4;
create mvn var{x1 x2 x3 x4};
append;
quit;
proc print data = mvn;
run;
It is okey but I want to iteration. I've tried many codes, but so far I did not succeed. How can I make 20 replicate?
And also I want to generate ordinal data. How I can do it?
Thanks for your help...