© 1998 by Biometrika Trust
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A note on generating correlated binary variables
Department of Statistics, The Open University Walton Hall, Milton Keynes, MK7 6AA, U.K. daniel.lunn{at}worc.ox.ac.uk
CSIRO Mathematical and Information Sciences Locked bag 17, North Ryde, NSW 2113, Australia steve.davies{at}cmis.csiro.au
It is important to be able to generate correlated binary data in an efficient, easily programmed manner for, among other things, the generation of large bootstrap samples. In this note nothing more than the basic ingredient of the uniform random number generator is required for simulating binary data from the most commonly occurring correlation structures.
Key Words: Autoregressive correlation structure Bootstrap Correlated Bernoulli variates Exchangeable correlation structure Generalised estimating equation Stationary M-dependent structure
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