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st: Generating Y variable immitating another regression's parameters


From   Duru <duru80@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Generating Y variable immitating another regression's parameters
Date   Wed, 15 Feb 2012 02:01:18 +0100

Dear all,
I am trying to generate two random Y variables (continuous and
binary). While generating them, I use observed predictors and try to
imitate the coefficients and R-squared from a regression using an
observed continuous Y. I create the binary Y using the same
coefficients as the continuous Y –as shown below.

I wonder if the following code for the binary variable makes sense. I
wanted to have more equal split for the binary variable, but not sure
if I could adjust it.

Thanks!

Duru

*******************

Stata version 11

* GENERATE CONTINUOUS Y

*** Set desired parameters
local b0 = .05
local b1 = -1
local b2 = 2
local b3 = 1
local b4 = .5
local b5 = -1
local b6 = -2
local b7 = -1
local b8 = -.01
local b9 = 3
local b10 = -.8
local be = 11

set seed 1234
gen u= rnormal()
gen y1=`b0'+`b1'*age2+`b2'*age3+`b3'*age4+`b4'*age5+`b5'*sex+`b6'*c2+`b7'*c3+`b8'*ausland+`b9'*a+`b10'*status
+`be'*u

* GENERATE BINARY Y
*Set desired parameters
local b0 = .05
local b1 = -1
local b2 = 2
local b3 = 1
local b4 = .5
local b5 = -1
local b6 = -2
local b7 = -1
local b8 = -.01
local b9 = 3
local b10 = -.8
local be = 11

set seed 1234
gen u= rnormal()
gen p1 =`b0'+`b1'*age2+`b2'*age3+`b3'*age4+`b4'*age5
+`b5'*sex+`b6'*c2+`b7'*c3+`b8'*ausland+`b9'*a+`b10'*status +`be'*u
gen p2 = exp(p1) / (1 + exp(p1))
gen byte y2 = ( uniform() < p2 )

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