A Note on the Simulation of Overdispersed Random Variables With Specified Marginal Means and Product Correlations

Abstract

We propose a straightforward approach for simulation of discrete random variables with overdispersion, specified marginal means, and product correlations. The method stems from results we prove for variables with first-order antedependence and linearity of the conditional expectations and is therefore appropriate to simulate variables with these properties. Supplementary materials for this article are available online.

• Antedependence models
• Correlated discrete data
• Generalized estimating equations
• Longitudinal data
• Markovian dependence of order one
• Overdispersion
• Product correlations
• Simulation