Non-normal Data Simulation using Piecewise Linear Transforms

被引：6
|
作者：
Foldnes, Njal [1 ,2 ]
Gronneberg, Steffen [2 ]
机构：
[1] Univ Stavanger, N-4036 Stavanger, Norway
[2] BI Norwegian Business Sch, Oslo, Norway
来源：
STRUCTURAL EQUATION MODELING-A MULTIDISCIPLINARY JOURNAL | 2022年 / 29卷 / 01期
基金：
欧盟地平线“2020”; 英国惠康基金; 英国医学研究理事会;
关键词：
Simulation; non-normal data; kurtosis; sem simulation; MULTIVARIATE SKEWNESS; KURTOSIS; MATRIX;
D O I：
10.1080/10705511.2021.1949323
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We present PLSIM, a new method for generating nonnormal data with a pre-specified covariance matrix that is based on coordinate-wise piecewise linear transformations of standard normal variables. In our presentation, the piecewise linear transforms are chosen to match pre-specified skewness and kurtosis values for each marginal distribution. We demonstrate the flexibility of the new method, and an implementation using R software is provided.
引用
收藏
页码：36 / 46
页数：11
相关论文
共 50 条
  • [1] A Simulation Study of Pathmox with non-normal Data
    Sanchez, Gaston
    Aluja, Tomas
    [J]. PLS '09: PROCEEDINGS OF THE 6TH INTERNATIONAL CONFERENCE ON PARTIAL LEAST SQUARES AND RELATED METHODS, 2009, : 54 - 59
  • [2] Linear regression models for heteroscedastic and non-normal data
    Thinh, Raksmey
    Samart, Klairung
    Jansakul, Naratip
    [J]. SCIENCEASIA, 2020, 46 (03): : 353 - 360
  • [3] Dealing With Non-normal Data
    Sainani, Kristin L.
    [J]. PM&R, 2012, 4 (12) : 1001 - 1005
  • [4] Modelinb non-normal data using statistical software
    Minitab, Inc.
    [J]. Read R D Community, 2007, 8 (26-27):
  • [5] LINEAR REGRESSION WITH NON-NORMAL ERRORS
    Li, Na
    Vrbik, Jan
    [J]. ADVANCES AND APPLICATIONS IN STATISTICS, 2018, 53 (02) : 153 - 164
  • [6] Modeling non-normal data using statistical software
    Johnson, Lou
    [J]. R&D MAGAZINE, 2007, 49 (08): : 26 - 27
  • [7] Simulation of Non-normal Autocorrelated Variables
    Holgersson, H. E. T.
    [J]. JOURNAL OF MODERN APPLIED STATISTICAL METHODS, 2006, 5 (02) : 408 - 416
  • [8] How to generate non-normal data for simulation of structural equation models
    Mattson, S
    [J]. MULTIVARIATE BEHAVIORAL RESEARCH, 1997, 32 (04) : 355 - 373
  • [9] Image Data Compression using Zonal Sampling and Piecewise-Linear Transforms
    A. Dziech
    F. Belgassem
    H. J. Nern
    [J]. Journal of Intelligent and Robotic Systems, 2000, 28 : 61 - 68
  • [10] Image data compression using zonal sampling and piecewise-linear transforms
    Dziech, A.
    Belgassem, F.
    Nern, H.J.
    [J]. Journal of Intelligent and Robotic Systems: Theory and Applications, 2000, 28 (01): : 61 - 68
12345