/*
Sas job to simulate data generated under a bivariate normal distribution of
variables v(1) and v(2).
If v(2) is less than zero, v(2) is missing
/*

* Preliminaries;
OPTIONS nocenter;
FILENAME sibs 'selonx.rec';

* Simulation data step;
DATA NEALE1;
FILE sibs;
array v{2};
x=.5;
n=0;

sample: IF N gt 500 THEN GO TO DONE;
 n=n+1;
 famfac=rannor(0);
 v(1)=SQRT(X)*famfac + SQRT(1-X)*RANNOR(0); 
  v(2) = SQRT(X)*famfac + SQRT(1-X)*RANNOR(0); 
 if v(2) gt 0 then do;
  size=2;
  end;
 else do;
  v(2)=.;
  size=1;
 end;
  PUT v(1) v(2);
 OUTPUT;
x1=v{1}; y=v{2};

GO TO sample;

DONE: COMMENT sample complete;

* Compute correlation and covariance matrices;
DATA CONKERS; SET NEALE1;
PROC CORR COV;
 VAR x1 y;

* Compute covariance matrix for complete data records only (Y not missing);
DATA CONKER2; SET NEALE1; if y ne .;
PROC CORR COV;
 VAR x1 y;

* Compute covariance matrix for incomplete records only (Y  missing);
Data Conker3; set neale1; if y eq .;
 PROC CORR COV;
 VAR x1 y;

* Tell sas to go to it if it hasn't decided to by itself;
RUN;