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 <[EMAIL PROTECTED]> Dipart.Scienze Statistiche, Università di Padova, Italia tel. +39 049 8274147, http://azzalini.stat.unipd.it/ ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
