IDEAS home Printed from https://ideas.repec.org/a/tsj/stataj/v15y2015i1p95-109.html
   My bibliography  Save this article

Generating univariate and multivariate nonnormal data

Author

Listed:
  • Sunbok Lee

    (University of Georgia)

Abstract

Because the assumption of normality is common in statistics, the robustness of statistical procedures to the violation of the normality assumption is often of interest. When one examines the impact of the violation of the normality assumption, it is important to simulate data from a nonnormal distribution with varying degrees of skewness and kurtosis. Fleishman (1978, Psychometrika 43: 521–532) developed a method to simulate data from a univariate distribution with specific values for the skewness and kurtosis. Vale and Maurelli (1983, Psychometrika 48: 465–471) extended Fleishman’s method to simulate data from a multivariate nonnormal distribution. In this article, I briefly introduce these two methods and present two new commands, rnonnormal and rmvnonnormal, for simulating data from the univariate and multivariate nonnormal distributions. Copyright 2015 by StataCorp LP.

Suggested Citation

  • Sunbok Lee, 2015. "Generating univariate and multivariate nonnormal data," Stata Journal, StataCorp LP, vol. 15(1), pages 95-109, March.
    • Handle: RePEc:tsj:stataj:v:15:y:2015:i:1:p:95-109
    Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj15-1/st0371/
    as

    Download full text from publisher

    File URL: http://www.stata-journal.com/article.html?article=st0371
    File Function: link to article purchase
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:15:y:2015:i:1:p:95-109. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum or Lisa Gilmore (email available below). General contact details of provider: http://www.stata-journal.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.