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From |
Richard Williams <richardwilliams.ndu@gmail.com> |

To |
statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RES: generating a variable with pre-specified correlations with other two (given) variables |

Date |
Wed, 31 Aug 2011 09:01:10 -0500 |

At 07:47 AM 8/31/2011, Tirthankar Chakravarty wrote:

Throw in some orthogonal, zero mean noise when constructing Z: g z = .15625*x+.40625*y + runiform()

> P.D. The reason I want to run the aforementioned regression is the > following. Suppose I have an initial regression of y on x, and x turns > out to be insignificantly different from zero at some chosen > confidence level. Then I want to generate an example in which adding a > new (artificial) variable z as a covariate I can get x to become > significantly different from zero at the same confidence level. Based > on the formula for the t-test, I think I can do this if I can control > the correlations between the artificial variable and the original > ones. The excercise is just for expositional purposes, I do not want > to attach any deep meaning to it.

------------------------------------------- Richard Williams, Notre Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 HOME: (574)289-5227 EMAIL: Richard.A.Williams.5@ND.Edu WWW: http://www.nd.edu/~rwilliam * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: RES: generating a variable with pre-specified correlations with other two (given) variables***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**st: generating a variable with pre-specified correlations with other two (given) variables***From:*fjc <fjc120@gmail.com>

**st: RES: generating a variable with pre-specified correlations with other two (given) variables***From:*"Henrique Neder" <hdneder@ufu.br>

**Re: st: RES: generating a variable with pre-specified correlations with other two (given) variables***From:*Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>

**Re: st: RES: generating a variable with pre-specified correlations with other two (given) variables***From:*fjc <fjc120@gmail.com>

**Re: st: RES: generating a variable with pre-specified correlations with other two (given) variables***From:*Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>

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