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Re: st: Generating Simulated Data


From   Joseph Coveney <jcoveney@bigplanet.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Generating Simulated Data
Date   Sun, 06 Jun 2004 10:04:28 +0900

Generating correlated binary variables is doable.  Simple algorithms are 
available for a few common correlation structures; see A. D. Lunn and S. J. 
Davies, A note on generating correlated binary variables. _Biometrika_ 85:487-
90, 1998.  These are easily programed in Stata.  The article also cites the 
limited prior work in the area.  

I don't know about generating binary random numbers having a specified 
correlation with normally distributed random numbers.

Joseph Coveney

--------------------------------------------------------------------------------

Timothy W. Victor wrote:

Consider the correlation matrix below. Y is a continuous normally 
distributed outcome variable, T1/T2 are indicator variables (0/1) for a 
3-level independent variable, and X1 - Xp are covariates. Say X1 and X2 
are dummy variables while the remaining X variables are continuous and 
normally distributed.

-------------------------------------------------------------------
    |	Y	T1	T2	X1	X2	X3		Xp
-------------------------------------------------------------------
Y  |	1							
T1 |		1						
T2 |			1					
X1 |				1				
X2 |					1			
X3 |						1		
  |							1	
Xp |								1
-------------------------------------------------------------------

I want to generate data based on specified/arbitrary Pearson correlation 
matrices just like drawnorm does. However drawnorm will only generate a 
multivariate normal distribution. Can anyone provide some direction for 
me as to where to go from here? It's been a long week and I'm fresh out 
of ideas for this one.

Thanks



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