simulation normal error with spatial covariance matrix
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HiI recently asked a question about simulating normal random errors with a mean of zero and a definite variance.I recently read an article in which data for a linear regression equation with error in a variable is simulated. This article discusses data simulation as follows:
((With the simulated data, 20 values are generated at equal intervals between 0.9 and 11 for the true vector x of the coordinates. The true values of parameters for the linear regression model are E=[-1.5;3], then, the true vector y of coordinates is obtained. Furthermore, random errors with a mean value of 0 and the covariance matrices of 1.5*inv(Px) and 0.5*inv(Py) y are added into the true value ðxi, yiÞ of 20 sets of the coordinates.)) (The data in this article is attached. )
I want simulate 1000 data for y=a*x1+b*x2+c*x3+d*x4+e*x5+f with this method. How can data be simulated in Matlab by creating random errors like this?
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