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st: generating random correlated variables


From   Adrian de la Garza <kokootchke@hotmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: generating random correlated variables
Date   Sun, 30 Mar 2008 14:29:54 -0400

I would like to simulate some data and I'd like to know if I can do this with Stata. 

For instance, suppose I have the following equations:

y = 5x + u
x = 2z + e

and I randomly generate u and y and solve for x in the first equation. Then I'd like to create e such that the correlation between u and e is 0.5, and generate z such that u and z are uncorrelated. Can I do this in Stata?

Thank you!!

Adrian


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