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From |
Nick Cox <[email protected]> |

To |
[email protected] |

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

Date |
Wed, 31 Aug 2011 14:14:12 +0100 |

Richard's question is the more crucial one, but I guess that Tirthankar meant -rnormal()-. Adding -runiform()- will add 0.5 on average (although that could easily be fixed). Either way, adding noise will reduce the correlations. Nick On Wed, Aug 31, 2011 at 3:01 PM, Richard Williams <[email protected]> wrote: > 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() > > I believe that will zap the correlations though, won't it? i.e. the > correlations of z with x and y will get smaller. > >> > 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. > > If this is just for expositional purposes, it would probably be easier just > to fake all the data with corr2data, rather than trying to create a combo of > fake and real data. I think you could add a variable e that had 0 > correlation with x and y and nonzero correlation with z. I generally find it > is easier to get fake data to behave the way I want rather than real data. * * 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:*Tirthankar Chakravarty <[email protected]>

**References**:**st: generating a variable with pre-specified correlations with other two (given) variables***From:*fjc <[email protected]>

**st: RES: generating a variable with pre-specified correlations with other two (given) variables***From:*"Henrique Neder" <[email protected]>

**Re: st: RES: generating a variable with pre-specified correlations with other two (given) variables***From:*Tirthankar Chakravarty <[email protected]>

**Re: st: RES: generating a variable with pre-specified correlations with other two (given) variables***From:*fjc <[email protected]>

**Re: st: RES: generating a variable with pre-specified correlations with other two (given) variables***From:*Tirthankar Chakravarty <[email protected]>

**Re: st: RES: generating a variable with pre-specified correlations with other two (given) variables***From:*Richard Williams <[email protected]>

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