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Re: st: generating correlated data


From   b.egbewale@ipchs.keele.ac.uk
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: generating correlated data
Date   Tue, 16 Jun 2009 09:32:01 +0100 (BST)

> Many thanks.This was quite helpful.I got my first simulated data set!
> As Richard explained below,using -drawnorm- did not give exact
stipulated correlation, and mean values.
>
>> At 12:32 PM 6/14/2009, Jeph Herrin wrote:
>>
>>>Try -drawnorm-
>>
>> Whether you use -corr2data- or -drawnorm- depends on exactly what it
>> is you want to do.  With  -corr2data-, you get exactly the
>> correlation you specify, e.g. if you want a correlation of .6 the
>> data you create will have a correlation of .6.  With -corr2data-, it
>> is like you have an entire population in your created data set.  No
>> matter how many times you run the command, no matter what seeds you
>> use, the data set will always have the exact same means, standard
>> deviations and correlations.
>>
>> With -drawnorm- you are sampling from a population with the given
>> correlation.  So, if you specify a correlation of .6, the generated
>> data might have a correlation of .57, or .63, or whatever, i.e. it
>> won't be exactly .6 because of sampling variability.  If you create
>> different samples with different seeds you will get results that are
>> at least slightly different each time.
>>
>> One use for -corr2data- is when you have the published means,
>> correlations and standard deviations for a data set, but not the
>> original data itself.  With -corr2data-, you could replicate the
>> published analyses, and do a limited amount of tweaking, e.g. adding
>> or deleting variables from the models.  For examples, see pages 8-10 of
>>
>> http://www.nd.edu/~rwilliam/stats1/OLS-Stata9.pdf
>>
>>
>> -------------------------------------------
>> Richard Williams, Notre Dame Dept of Sociology
>> OFFICE: (574)631-6668, (574)631-6463
>> HOME:   (574)289-5227
>> EMAIL:  Richard.A.Williams.5@ND.Edu
>> WWW:    http://www.nd.edu/~rwilliam
>>
>> *
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>>
>
>
> *
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>


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