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st: RE: How to add a new variable with a specified correlation structure


From   "Martin Weiss" <martin.weiss@uni-tuebingen.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: How to add a new variable with a specified correlation structure
Date   Tue, 8 Jul 2008 18:08:22 +0200

Does your analysis depend critically on the specific values of the first
variable being present, or is it all about the joint normality and its
correlation structure? For the latter case, -su- your data, enter the mean
and variance of the first var in -drawnorm-, add mu_2 and sigma_2^2 and the
desired correlation, and you are done...

Martin Weiss
_________________________________________________________________

Diplom-Kaufmann Martin Weiss
Mohlstrasse 36
Room 415
72074 Tuebingen
Germany

Fon: 0049-7071-2978184

Home: http://www.wiwi.uni-tuebingen.de/cms/index.php?id=1130

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-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of
tiago.pereira@incor.usp.br
Sent: Tuesday, July 08, 2008 5:44 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: How to add a new variable with a specified correlation
structure

Dear Statalisters,

After checking in detail a number of sourcers (help files, manuals,
-corre2data- and -drawnorm-, among others) I could not find a solution to
my current problem.

I have an existent variable with n observations ~N(mu_1,sigma_1^2). Note
that I have all observations. In this respect, the objective is to
generate a second (artificial) variable also ~N(mu_2, sigma_2^2), but with
a specific correlation structure with the existent, non-artificial
variable.

The main difference from the procedures obtained with both -corre2data-
and -drawnorm- is that I have already  an existing variable and want to
generate a second one based on the former.

Is that task either too easy (that I cannot see how do accomplish it) or
to complicated to perform using Stata?

Thank you for your time.

All the best,

Tiago









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