Hi Donald,
it should be something here http://www.ats.ucla.edu/stat/stata/
Something like this (copy and paste in a do-file)
program define lcs
version 7
args corr n
preserve
tempvar y x z w yhat
quietly {
set obs `n'
generate `y' = invnorm(uniform())*4.4 + 55
generate `z' = invnorm(uniform())*4.4 + 55
generate `x' = sqrt(1 - (`corr' )^2)*`z' + `corr' *`y'
egen `w'= std(`x')
replace `x' = `w'*4.4 + 55
regress `y' `x'
predict `yhat'
label var `y' "Y"
label var `x' "X"
}
local corr = string(`corr' , "%4.2f")
graph7 `y' `yhat' `x', s(oi) c(.l) /*
*/ ylabel(40 45 to 70) xlabel(40 45 to 70) /*
*/ t1("Pearson Correlation r = `corr' Observations = `n'") sort
// if you want to save the variables y and x
* gen y = `y'
* gen x = `x'
end
* For example to create y and x correlated with r = 0.80 with n = 200
lcs 0.80 200
* To see what happens when r ranges from -1 to 1
forvalues r = -1(.1)1 {
lcs `r' 200
sleep 100
// saves variables, dataset and do whatever
}
Hope it helps
Regards
Nicola
Donald Spady wrote:
Dear all
I want to create some datasets of, say 200 observations, with defined
correlations. How do I go about doing it. I could not find anything in
Stata FAQ or the manuals. Is it possible to do this within Stata.
Many thanks.
Don Spady
Donald Spady MD, MSc
Department of Pediatrics & Public Health Sciences
2C3.92 WMC, University of Alberta
Edmonton, Alberta, Canada
T6G 2R7
780-407-1244:O
780-407-7136:F
Nature has no reset button.
*
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* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
