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RE: st: R: generating random correlated variables


From   Adrian de la Garza <kokootchke@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: R: generating random correlated variables
Date   Sun, 30 Mar 2008 17:17:38 -0400

Great, Carlo, I just used your suggestion and it works!

Thanks!
Adrian


> From: carlo.lazzaro@tin.it
> To: statalist@hsphsun2.harvard.edu
> CC: kokootchke@hotmail.com
> 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,
>
> Carlo
>
> -----Messaggio originale-----
> Da: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Adrian de la
> Garza
> 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!!
>
> Adrian
>
>
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