[R] generate Binomial (not Binary) data
Adelchi Azzalini
azzalini at stat.unipd.it
Fri Feb 9 19:33:03 CET 2007
On Fri, 09 Feb 2007 16:21:58 -0000 (GMT), (Ted Harding) wrote:
>
> "Let i indexes a subject and Y_i = (Y_i1, Y_i2,...,Y_iT)
> be a vector of binomial variables for subject i such that
> Y_it ~ Bin(n,p_t) with t = 1,2, ....T.
> A simple correlation I would like to have is :
> corr(Y_ij, Y_ik) = c for all (j,k)"
I have only seen only a portion of this discussion, so I hope that
the following is not unrelated to the question.
Would it be Ok to generate a sequence p_1,...,p_t, ...p_T
from a Beta stationary process (which exists, actual more
than one sort), and then sample from Bin(n,p_t)?
Alternatively, some 20 years ago, there was a stream of literature
for discrete sttionary processes, based on the idea of "thinning"
a discrete variable. There are for sure stationary processes
with Negative binomial distribution of this sort. I have
not followed that literature, but it is conceivable that
the similar process for the binomial case has been considered.
Best wishes,
Adelchi Azzalini
--
Adelchi Azzalini <azzalini a stat.unipd.it>
Dipart.Scienze Statistiche, Università di Padova, Italia
tel. +39 049 8274147, http://azzalini.stat.unipd.it/
More information about the R-help
mailing list