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 > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org 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. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org 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.
