Timeline for Convert normal random variable into beta random variable in STATA
Current License: CC BY-SA 4.0
17 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| S Sep 16, 2018 at 23:00 | history | bounty ended | CommunityBot | ||
| S Sep 16, 2018 at 23:00 | history | notice removed | CommunityBot | ||
| Sep 11, 2018 at 19:14 | vote | accept | Sher Afghan | ||
| Sep 11, 2018 at 19:10 | answer | added | Sher Afghan | timeline score: 0 | |
| Sep 9, 2018 at 0:01 | history | tweeted | twitter.com/StackStats/status/1038578215957278720 | ||
| S Sep 8, 2018 at 21:12 | history | bounty started | Sher Afghan | ||
| S Sep 8, 2018 at 21:12 | history | notice added | Sher Afghan | Draw attention | |
| Sep 7, 2018 at 13:48 | comment | added | whuber♦ | See stats.meta.stackexchange.com/a/794/919. | |
| Sep 7, 2018 at 1:46 | comment | added | Sher Afghan | @whuber I read a bit about Gaussian copula and I think I have the basic idea now. Do you have any idea how would I implement this in Stata? I am trying to avoid writing a program for this and probably use some canned program for this. Any leads? | |
| Sep 6, 2018 at 16:45 | comment | added | whuber♦ | Your approach sounds like it's tantamount to using a Gaussian copula. | |
| Sep 6, 2018 at 16:22 | comment | added | Sher Afghan | @whuber good point! Eventually I need lognormal and beta pair with desired correlation. I was hoping that I will adjust the correlation between normals (using trial and error) to get the desired correlation between lognormal and beta. I have been trying to understand copulas and how to implement this in Stata but things seem to not make sense so far. | |
| Sep 6, 2018 at 0:34 | comment | added | whuber♦ | Are you aware that when you begin with two Normal variates of correlation $\rho$ and transform at least one of them nonlinearly--as will be necessary here--the correlation of the transformed variables is unlikely to equal $\rho$? In light of this fact, is your question really about how to transform a Normal variate into a Beta variate or is it about how to create a lognormal, Beta pair with a desired correlation? | |
| Sep 5, 2018 at 23:40 | comment | added | dimitriy | Cross-posted on SO. | |
| Sep 5, 2018 at 22:16 | comment | added | whuber♦ | There are many different ways to do this. Perhaps you can get the most control over them by using a copula. | |
| Sep 5, 2018 at 21:59 | history | edited | Sher Afghan | CC BY-SA 4.0 |
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| Sep 5, 2018 at 21:26 | comment | added | dimitriy | Some ideas here. | |
| Sep 5, 2018 at 21:17 | history | asked | Sher Afghan | CC BY-SA 4.0 |