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MKBILOGN: Stata module to create bivariate lognormal variables

Author

Listed:
  • Stephen P. Jenkins

    (London School of Economics)

Programming Language

Stata

Abstract

mkbilogn creates random variables, var1 and var2, drawn from a bivariate lognormal distribution defined as follows. As n --> oo, X1 (var1) and X2 (var2) are such that x1=log(X1) and x2=log(X2) are bivariate Normal distributed with mean(x1) = m1, mean(x2) = m2, s.d.(x1) = s1, s.d.(x2) = s2, corr(x1,x2) = rho. The parameters of the distribution can be optionally chosen by the user, or default to the values specified above.

Suggested Citation

  • Stephen P. Jenkins, 1999. "MKBILOGN: Stata module to create bivariate lognormal variables," Statistical Software Components S366301, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s366301
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/m/mkbilogn.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/m/mkbilogn.hlp
    File Function: help file
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