Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: estimating data for a given correlation coefficient

From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: estimating data for a given correlation coefficient
Date   Thu, 20 Jan 2005 10:24:11 -0500

At 09:54 AM 1/20/2005 -0500, Nomoreno wrote:
First you need to define the correlation matrix you desire, then you can use -drawnorm- in STATA to generate the data you wish for different panels of the variable, given the correlation matrix. For more information, you can check out -drawnorm- in STATA.

I hope it helps.
Perhaps better is -corr2data-. -drawnorm- will draw a random sample from a population with the correlations you give it; because of sampling variability the sample correlations will not be identical to the population correlations. If that is what you want, then fine. But, if you want a data set that has exactly the correlations you specify, then use -corr2data-. This might be the case if, say, you want to replicate the results from a published analysis where the correlations are included in the text.

A discussion of the use of -corr2data- can be found on pp. 8-10 of

Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
FAX: (574)288-4373
HOME: (574)289-5227
EMAIL: [email protected]
WWW (personal):
WWW (department):

* For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index