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Re: st: generating correlated data


From   [email protected]
To   [email protected]
Subject   Re: st: generating correlated data
Date   Tue, 16 Jun 2009 09:17:59 +0100 (BST)

Many thanks.This was quite helpful.I got my first simulated data set!
As explained Richard explained below,

> At 12:32 PM 6/14/2009, Jeph Herrin wrote:
>
>>Try -drawnorm-
>
> Whether you use -corr2data- or -drawnorm- depends on exactly what it
> is you want to do.  With  -corr2data-, you get exactly the
> correlation you specify, e.g. if you want a correlation of .6 the
> data you create will have a correlation of .6.  With -corr2data-, it
> is like you have an entire population in your created data set.  No
> matter how many times you run the command, no matter what seeds you
> use, the data set will always have the exact same means, standard
> deviations and correlations.
>
> With -drawnorm- you are sampling from a population with the given
> correlation.  So, if you specify a correlation of .6, the generated
> data might have a correlation of .57, or .63, or whatever, i.e. it
> won't be exactly .6 because of sampling variability.  If you create
> different samples with different seeds you will get results that are
> at least slightly different each time.
>
> One use for -corr2data- is when you have the published means,
> correlations and standard deviations for a data set, but not the
> original data itself.  With -corr2data-, you could replicate the
> published analyses, and do a limited amount of tweaking, e.g. adding
> or deleting variables from the models.  For examples, see pages 8-10 of
>
> http://www.nd.edu/~rwilliam/stats1/OLS-Stata9.pdf
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME:   (574)289-5227
> EMAIL:  [email protected]
> WWW:    http://www.nd.edu/~rwilliam
>
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