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

From |
Steven Samuels <sjhsamuels@earthlink.net> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: How to add a new variable with a specified correlation structure |

Date |
Tue, 8 Jul 2008 12:49:55 -0400 |

Draw the second variable (y_i) separately for each value of the first variable x_i (i= 1..n)

y_i ~ Normal ( mean = mu_2 + ( rho * sigma_2 * (x_i - mu_1)/sigma_1),

variance = sigma_2^2)(1 - rho^2)

-Steve

Note, however, that the sample mean and variance of the y's and the sample correlation of the x's and y's will not be equal to m_2, sigma_2, and rho, respectively

-Steve

On Jul 8, 2008, at 11:44 AM, tiago.pereira@incor.usp.br wrote:

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

*

* 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/

* * 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/

**References**:**st: How to add a new variable with a specified correlation structure***From:*tiago.pereira@incor.usp.br

- Prev by Date:
**st: using robust standard errors in sqreg** - Next by Date:
**st: How to use [metan] for HR, lowerCI and upperCI?** - Previous by thread:
**st: RE: How to add a new variable with a specified correlation structure** - Next by thread:
**st: How to add a new variable with a specified correlation structure** - Index(es):

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