Re: [R] Monte Carlo Simulation

From: Charles Annis, P.E. <charles.annis_at_statisticalengineering.com>
Date: Fri, 15 Apr 2011 15:00:44 -0400

What have you tried so far?

It is often helpful to begin with a much simpler problem, then add complexity incrementally until you've constructed the desired model.

Best wishes.

Charles Annis, P.E.

Charles.Annis_at_StatisticalEngineering.com 561-352-9699
http://www.StatisticalEngineering.com

-----Original Message-----
From: r-help-bounces_at_r-project.org [mailto:r-help-bounces_at_r-project.org] On Behalf Of Shane Phillips
Sent: Friday, April 15, 2011 2:50 PM
To: r-help_at_r-project.org
Subject: [R] Monte Carlo Simulation

Hello, R friends...

I am very new to R, and I need some help. I am trying to construct a simulation for my dissertation.

I need to create 1000 datasets of 1000 subjects with the following variables...

Treatment variable - Drawn from a binomial distribution (1 run, prob=.13) Covariate 1 - Drawn from a normal distribution (mean=100, sd=16) Covariate 2 - Drawn from a normal distribution (mean=200, sd=9) Covariates 1 and 2 need to be correlated (say, r=.80) Covariate 3 - Drawn from a binomial distribution (1 run, prob=.5) Covariate 4 - Drawn from a distribution of discrete variables where 1 has an 80% chance of being selected, 2 - 10%, 3 - 5% and 4 - 5%. This variable would need to be recoded into 4 binary variables. Covariate 5 - Drawn from a normal distribution (mean=84, sd=2) Covariate 6 - Drawn from a binomial distribution (1 run, prob=.15) Covariate 6 needs to correlate with Covariate 2 (r=.70, or so)

I need each dataset saved as a new datafile with an iterative filename (e.g. sample1, sample2, etc.).

Please help!

Thanks!

Shane



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