NOTE: The MVN macro is obsolete. Beginning in SAS 9.2, use the RANDNORMAL function in SAS/IML software or PROC SIMNORMAL in SAS/STAT software to generate multivariate normal data.
PURPOSE:
The %MVN macro generates multivariate normal data using the Cholesky root of the variance-covariance matrix. Bivariate normal data can be generated using the DATA step.
American Journal of Industrial and Business Management (AJIBM) is an international journal dedicated to publish high quality, original papers, and research developments in theories and applications in all areas of industrial and business management.
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