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st: R: generating random correlated variables

From   "Carlo Lazzaro" <>
To   <>
Subject   st: R: generating random correlated variables
Date   Sun, 30 Mar 2008 22:02:06 +0200

Dear Adrian,

as far as the second part of your question is concerned (Then...Stata??),

I would suggest you to take a look at -help corr2data- (please, consider
that I work with Stata 9.2/SE).

Kind Regards,


-----Messaggio originale-----
[] Per conto di Adrian de la
Inviato: domenica 30 marzo 2008 20.30
A: statalist
Oggetto: st: generating random correlated variables

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!!


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