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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.

**References**:**st: generating a variable with pre-specified correlations with other two (given) variables***From:*fjc <fjc120@gmail.com>

**st: RES: generating a variable with pre-specified correlations with other two (given) variables***From:*"Henrique Neder" <hdneder@ufu.br>

**Re: st: RES: generating a variable with pre-specified correlations with other two (given) variables***From:*Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>

**Re: st: RES: generating a variable with pre-specified correlations with other two (given) variables***From:*fjc <fjc120@gmail.com>

**Re: st: RES: generating a variable with pre-specified correlations with other two (given) variables***From:*Richard Williams <richardwilliams.ndu@gmail.com>

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