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Re: st: RES: generating a variable with pre-specified correlations with other two (given) variables


From   fjc <fjc120@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RES: generating a variable with pre-specified correlations with other two (given) variables
Date   Wed, 31 Aug 2011 17:23:40 -0300

Hi,

Thank you all for the quick and useful responses.

1. I can do with covariances instead of correlations, so the methods
proposed by Tirthankar and Richard work fine.

2. Still, if I wanted to stick to correlations, I think one can apply
the same ideas (as suggested in the previous responses):

Let z be given by

(0) z = a * x + b * y + c * u,

where x and y are the two variables in the dataset and u is a
zero-mean random variable independent of x and y.



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