generate Binomial (not Binary) data
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, Universit? di Padova, Italia tel. +39 049 8274147, http://azzalini.stat.unipd.it/