Dear Miao,

Check

require(MASS)
?mvrnorm

for some ideas.

HTH,
Jorge.-


On Wed, Apr 3, 2013 at 4:57 PM, jpm miao <> wrote:

> Hi,
>
>    I conduct a panel data estimation and obtain estimators for two of the
> coefficients beta1 and beta2. R tells me the mean and covariance of the
> distribution of (beta1, beta2). Now I would like to find the distribution
> of the quotient beta1/beta2, and one way to do it is to simulate via the
> joint distribution (beta1,  beta2), where both beta1 and beta2 follow t
> distribution.
>
>    How could we generate a joint t distrubuition in R?
>
>    Thanks
>
> Miao
>
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>
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