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


From   "Henrique Neder" <[email protected]>
To   <[email protected]>
Subject   st: RES: generating a variable with pre-specified correlations with other two (given) variables
Date   Wed, 31 Aug 2011 07:53:36 -0300

Try corr2data: 

matrix C = (1,0,.80,-.80\0,1,0,0\.80,0,1,-.80\-.80,0,-.80,1)
corr2data hsperc corzer1 corpos1 corneg1, n(4137) corr(C)

Henrique Neder


-----Mensagem original-----
De: [email protected]
[mailto:[email protected]] Em nome de fjc
Enviada em: terça-feira, 30 de agosto de 2011 23:00
Para: [email protected]
Assunto: st: generating a variable with pre-specified correlations with
other two (given) variables

Dear Statalisters:

I have a dataset with two variables, x and y.

I would like to generate a new artificial variable, z, with
pre-specified correlations with x and y (no particular distribution
required).

Any help would be greatly appreciated.

Best,

Francisco.

P.D. I'm using Stata 11 (on Windows XP)
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