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# Re: st: Generating Simulated Data

 From Joseph Coveney <[email protected]> To Statalist <[email protected]> Subject Re: st: Generating Simulated Data Date Sun, 06 Jun 2004 10:04:28 +0900

Generating correlated binary variables is doable.  Simple algorithms are
available for a few common correlation structures; see A. D. Lunn and S. J.
Davies, A note on generating correlated binary variables. _Biometrika_ 85:487-
90, 1998.  These are easily programed in Stata.  The article also cites the
limited prior work in the area.

I don't know about generating binary random numbers having a specified
correlation with normally distributed random numbers.

Joseph Coveney

--------------------------------------------------------------------------------

Timothy W. Victor wrote:

Consider the correlation matrix below. Y is a continuous normally
distributed outcome variable, T1/T2 are indicator variables (0/1) for a
3-level independent variable, and X1 - Xp are covariates. Say X1 and X2
are dummy variables while the remaining X variables are continuous and
normally distributed.

-------------------------------------------------------------------
|	Y	T1	T2	X1	X2	X3	�	Xp
-------------------------------------------------------------------
Y  |	1
T1 |		1
T2 |			1
X1 |				1
X2 |					1
X3 |						1
�  |							1
Xp |								1
-------------------------------------------------------------------

I want to generate data based on specified/arbitrary Pearson correlation
matrices just like drawnorm does. However drawnorm will only generate a
multivariate normal distribution. Can anyone provide some direction for
me as to where to go from here? It's been a long week and I'm fresh out
of ideas for this one.

Thanks

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