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
http://www.nd.edu/~rwilliam/stats1/OLS-Stata.pdf
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Richard Williams, Notre Dame Dept of Sociology
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Donald Spady MD, MSc
