We have developed a simulation in Stata that generates datasets of normally distributed variables with correlations that we set. We then run regressions using these datasets. We are interested in generating datasets with non-normally distributed variables with fixed correlations that we set.
Does anyone have any advice about how to do this in Stata?
Specifically, we want to set different kurtosis and skewness values for the variables while also fixing the correlations between the variables with values we set.