Department of Economics, BI Norwegian Business School, 0484, Oslo, Norway.
Department of Economics, BI Norwegian Business School, 4014 , Stavanger, Norway.
Psychometrika. 2017 Dec;82(4):1035-1051. doi: 10.1007/s11336-017-9569-6. Epub 2017 Apr 24.
We propose a new and flexible simulation method for non-normal data with user-specified marginal distributions, covariance matrix and certain bivariate dependencies. The VITA (VIne To Anything) method is based on regular vines and generalizes the NORTA (NORmal To Anything) method. Fundamental theoretical properties of the VITA method are deduced. Two illustrations demonstrate the flexibility and usefulness of VITA in the context of structural equation models. R code for the implementation is provided.
我们提出了一种新的灵活的模拟方法，用于具有用户指定的边缘分布、协方差矩阵和某些二元依赖关系的非正态数据。VITA（VIne To Anything）方法基于正则 vines，并推广了 NORTA（NORmal To Anything）方法。推导出了 VITA 方法的基本理论性质。两个实例说明了 VITA 在结构方程模型中的灵活性和有用性。提供了用于实现的 R 代码。
