Thank you, Svend.
I was not very clear, indeed.
Getting back to my hypothetical dataset:
var1 var2 var3
0.5 0.5 0.25
0.4 0.4 0.16
0.3 0.4 0.12
0.8 0.4 0.32
0.4 0.2 0.08
The objective is to generate a fourth variable, var4, that can take any
value of the variable 3, var3. Hence, the first observation of var4 can
take one out of 5 values of the var3 (0.32, 0.25, 0.16, 0.12, 0.08) [with
equal probabilities] and so on.
All the best,
Tiago
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