On Apr 2, 2013, at 11:07 PM, Jorge I Velez wrote: > Dear Miao, > > Check > > require(MASS) > ?mvrnorm >
Also package mvtnorm has both Normal and t versions of its p,q, r funtions > 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 > David Winsemius Alameda, CA, USA ______________________________________________ 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.