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Re: st: RES: generating a variable with pre-specified correlations with other two (given) variables
From
Richard Williams <[email protected]>
To
[email protected], [email protected]
Subject
Re: st: RES: generating a variable with pre-specified correlations with other two (given) variables
Date
Wed, 31 Aug 2011 13:59:05 -0500
At 07:41 AM 8/31/2011, fjc wrote:
Thanks, Tirthankar.
This answers my question as originally posted.
Now, something I didn't say in my earlier post (and I think I should
have) is that after I generate the new variable (z) I would like to
run a regression of y on x and z. But if I generate z in the way you
propose, I will get perfect collinearity. ¿Is there any other way to
generate z without getting this collinearity?
Slightly tweaking the earlier example, does this do what you want?
mat mCorr = (1, .6, .4\ .6, 1, .5 \ .4, .5, 1)
corr2data x y z, cstorage(full) corr(mCorr) n(100000) clear
corr
reg z x y
Again, mCorr is a combo of the given correlations
for x and y with the desired correlations for z.
If you want, you can also specify standard
deviations and means, both observed (for x and y)
and desired (for z). I am faking all the data,
although the correlations etc. can come from real
data. If you want to do some combo of fake and
real (e.g. generate a z using the realx and
realy) it can probably be done but would take a bit more work.
-------------------------------------------
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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