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From |
Nicola Orsini <[email protected]> |

To |
[email protected] |

Subject |
Re: st: estimating data for a given correlation coefficient |

Date |
Thu, 20 Jan 2005 16:10:11 +0100 |

Hi Donald, it should be something here http://www.ats.ucla.edu/stat/stata/ Something like this (copy and paste in a do-file) program define lcs version 7 args corr n preserve tempvar y x z w yhat quietly { set obs `n' generate `y' = invnorm(uniform())*4.4 + 55 generate `z' = invnorm(uniform())*4.4 + 55 generate `x' = sqrt(1 - (`corr' )^2)*`z' + `corr' *`y' egen `w'= std(`x') replace `x' = `w'*4.4 + 55 regress `y' `x' predict `yhat' label var `y' "Y" label var `x' "X" } local corr = string(`corr' , "%4.2f") graph7 `y' `yhat' `x', s(oi) c(.l) /* */ ylabel(40 45 to 70) xlabel(40 45 to 70) /* */ t1("Pearson Correlation r = `corr' Observations = `n'") sort // if you want to save the variables y and x * gen y = `y' * gen x = `x' end * For example to create y and x correlated with r = 0.80 with n = 200 lcs 0.80 200 * To see what happens when r ranges from -1 to 1 forvalues r = -1(.1)1 { lcs `r' 200 sleep 100 // saves variables, dataset and do whatever } Hope it helps Regards Nicola Donald Spady wrote:

Dear all

I want to create some datasets of, say 200 observations, with defined correlations. How do I go about doing it. I could not find anything in Stata FAQ or the manuals. Is it possible to do this within Stata.

Many thanks.

Don Spady

Donald Spady MD, MSc

Department of Pediatrics & Public Health Sciences

2C3.92 WMC, University of Alberta

Edmonton, Alberta, Canada

T6G 2R7

780-407-1244:O

780-407-7136:F

Nature has no reset button.

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**Follow-Ups**:**st: 50% CPU Performance, Stata or Computer?***From:*Nomoreno <[email protected]>

**References**:**st: estimating data for a given correlation coefficient***From:*Donald Spady <[email protected]>

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