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Autocorrelation in a Monte Carlo |
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Message/Author |
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I am running a monte carlo simulation of a growth model with a covariate. The slope and intercept are set to be uncorrelated, but I am getting correlated slope and intercept across replications. I thought that the replications were independent, so how am I getting correlation between slope and intercept. |
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Each replication is independent. I think you may be fixing the covariance between the intercept and slope growth factors to zero when you generate the data but not be doing this when you analyze the data. If this is not the case, please send outputs that illustrate what you are saying along with your license number to support@statmodel.com. |
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