Re: st: How to add a new variable with a specified correlation structure

[Steven Samuels <sjhsamuels@earthlink.net>]

Draw the second variable (y_i) separately for each value of the first  
variable x_i (i= 1..n)

y_i  ~ Normal ( mean =  mu_2 + ( rho  * sigma_2 * (x_i - mu_1)/sigma_1),
                variance = sigma_2^2)(1 - rho^2)

-Steve

Note, however, that the sample mean and variance of the y's and the  
sample correlation of the x's and y's will not be equal to m_2,  
sigma_2, and rho, respectively

-Steve

On Jul 8, 2008, at 11:44 AM, tiago.pereira@incor.usp.br wrote:


> Dear Statalisters,
>
> After checking in detail a number of sourcers (help files, manuals,
> -corre2data- and -drawnorm-, among others) I could not find a  
> solution to
> my current problem.
>
> I have an existent variable with n observations ~N(mu_1,sigma_1^2).  
> Note
> that I have all observations. In this respect, the objective is to
> generate a second (artificial) variable also ~N(mu_2, sigma_2^2),  
> but with
> a specific correlation structure with the existent, non-artificial
> variable.
>
> The main difference from the procedures obtained with both - 
> corre2data-
> and -drawnorm- is that I have already  an existing variable and  
> want to
> generate a second one based on the former.
>
> Is that task either too easy (that I cannot see how do accomplish  
> it) or
> to complicated to perform using Stata?
>
> Thank you for your time.
>
> All the best,
>
> Tiago
>
>
>
>
>
>
>
>
>
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