[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

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 _________________________________________________________________ How well do you know your celebrity gossip? http://originals.msn.com/thebigdebate?ocid=T002MSN03N0707A * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: R: generating random correlated variables***From:*"Carlo Lazzaro" <carlo.lazzaro@tin.it>

- Prev by Date:
**st: Hotdeck problem** - Next by Date:
**st: R: generating random correlated variables** - Previous by thread:
**st: Hotdeck problem** - Next by thread:
**st: R: generating random correlated variables** - Index(es):

© Copyright 1996–2016 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |