Non-normal Data Simulation using Piecewise Linear Transforms. Issue 1 (2nd January 2022)

• Record Type: Journal Article
• Authors: Foldnes, Njål; Grønneberg, Steffen
• Is Part Of: Structural equation modeling. Volume 29:Issue 1(2022)
• Page Start: 36
• Page End: 46
• Publication Date: 2022-01-02
• Subjects: Simulation -- non-normal data -- kurtosis -- sem simulation; Multivariate analysis -- Periodicals; Social sciences -- Statistical methods -- Periodicals; 519.535
• DOI: 10.1080/10705511.2021.1949323
• Languages: English
• ISSNs: 1070-5511

Abstract

ABSTRACT: We present PLSIM, a new method for generating nonnormal data with a pre-specified covariance matrix that is based on coordinate-wise piecewise linear transformations of standard normal variables. In our presentation, the piecewise linear transforms are chosen to match pre-specified skewness and kurtosis values for each marginal distribution. We demonstrate the flexibility of the new method, and an implementation using R software is provided.