{smcl} {* 2007-02-27}{...} {cmd:help ovbd} {right:Version 1.0 2007-02-27} {hline} {title:Title} {hi:ovbd} {title:Generate correlated random binomial variables} {title:Syntax} {p 8 17 2} {cmd:ovbd} [{it:{help newvarlist}}] {cmd:,} {cmdab:m:eans(}{it:name}{cmd:)} {cmdab:c:orr(}{it:name}{cmd:)} {cmd:n(#)} [{it:options}] {cmd:clear} {synoptset 20 tabbed}{...} {synopthdr} {synoptline} {syntab:Main} {synopt:{opth m:eans(name)}}row vector of mean values (proportions){p_end} {synopt:{opth c:orr(name)}}correlation coefficient matrix{p_end} {synopt:{opt n(#)}}# of observations to be generated{p_end} {synopt:{opt clear}}mandatory reminder that the dataset will be overwritten {syntab :Options} {synopt:{opth st:ub(string)}}stub for new variable names{p_end} {synopt :{opt seed(#)}}seed for random-number generator{p_end} {synopt:{opt v:erbose}}verbose root-finder output{p_end} {synoptline} {p2colreset}{...} {title:Description} {pstd} {cmd:ovbd} generates correlated random binomial variables using the algorithm of Ahn and Chen (1995) as described by Gregori, Di Consiglio and Carmeci (1995). {title:Options} {dlgtab:Main} {phang} {cmd:means} the name of a row vector containing the desired proportions in the variables containing the resulting correlated random binomial variables; proportions the row vector must be in the same order as the the corresponding variables in {it:{help newvarlist}}, if used. {phang} {cmd:corr} the name of a symmetric matrix containing the desired correlation coefficients. {phang} {opt n} an integer specifying the desired number of observations. {phang} {opt stub} stub for new variable names if {it:{help newvarlist}} is not specified. At least one of {it:{opt stub()}} or {it:{help newvarlist}} must be specified. If {it:{help newvarlist}} is specified, then {it:{opt stub()}} is ignored. {phang} {opt seed} seed for random number generator; a seed value of zero is ignored. {phang} {opt verbose} requests diplay of output from {cmd:ridder}, which is called by {cmd:ovbd}; primarily for diagnostic purposes when Ridder's method fails. {phang} {cmd:clear} not optional; the user's acknowledgment the dataset will be cleared, as will any global macro {it:S_1} that the user has defined. Despite this forced option, none of the {it:{help newvarlist}} may be present in the dataset. ({opt clear} might become truly optional in a later version of {cmd:ovbd}.) {title:Remarks} {pstd} {cmd:ovbd} follows the algorithm of Ahn and Chen (1995), and is roughly modeled after the implementation described by Gregori, Di Consiglio and Carmeci (1995), from whose Fortran-77 subroutine the Stata command's name derives. {pstd} {cmd:ovbd} calls {cmd:ridder}, which, in turn, calls the Stata function {cmd:binormal()}, in order to find the bivariate normal correlation coefficients that will give rise to the desired correlations between the end-result pairs of binomial variables. Finding this correlation coefficient for each pair is not guaranteed to be successful; {opt verbose} will show the pair (matrix elements) where the root-finding exercise fails first. This might aid in finding a more judicious construction of the mean vector and correlation matrix to feed to {cmd:ovbd}. {pstd} The command also calls {cmd:drawnorm} in order to generate the correlated normal variables used in creating the corresponding correlated binomial variables. The option to use {it:{help newvarlist}} follows the convention of the latter, and allows greater flexibility in naming the new variables, but the use of {it:stub()} might be more convenient for workaday use. {title:References} {pstd} H. Ahn and J. J. Chen, Generation of overdispersed and underdispersed binomial variables. {it:Journal of Computational and Graphical Statistics} {bf:4}:55{c 150}64, 1995. {pstd} D. Gregori, L. Di Consiglio and G. Carmeci, A Fortran77 routine for overdispersed binary data generation. Presented at the {it:1st Conference of the Biometric Society, Italian Region} June 16 and 17, 1995. http://lib.stat.cmu.edu/general/corbin {title:Examples} {phang}{cmd:. ovbd a b c, means(A) corr(B) n(250) clear} {phang}{cmd:. ovbd , st(response_) means(A) corr(B) n(200) seed(12345) clear} {title:Author} {pstd} Joseph Coveney jcoveney@bigplanet.com {title:Also see} {psee} Manual: {bf:[D] drawnorm}, {bf:[P] matrix} {psee} Online: {helpb ridder}, {helpb drawnorm}, {helpb matrix}, {helpb nbreg}, {helpb rnd} (if installed), {helpb ebb} (if installed)