**From:** Andrej Kveder (*andrejk@zrc-sazu.si*)

**Date:** Thu 20 Feb 2003 - 04:48:38 EST

**Next message:**Spencer Graves: "Re: [R] functions different in R and S"**Previous message:**John Fox: "Re: [R] Multiple Logit/Probit"

Message-id: <FHEEJBDDCNPPNJEACDJACEIECJAA.andrejk@zrc-sazu.si>

Hi!

I'm running monte carlo simulations and I'm thus creating pseudo samples of

an imaginary population. Of course vars in this population are correlated.

There is no problem as far as they are purely numeric (normal or nonnormal).

I use the chol() transformation of the correlation matrix to get the things

done. Does anybody have any experience in including a dichotomous (binomial)

variable to the show? I tried it in noumerous ways using all sorts of

different starting distributions, however none seem to work... either I

don't get the wanted proportion in the final modification or I ruin the

correlation with the final transformation. I would be very glad of any

insight how to solve the problem...

I give an example using binomial distribution as a start... I also tried

skewed and nonskewed normal, and various beta distributions and none worked.

n<-1000 #sample size

p<-0.3 #proportion

r12<-0.4 #correlation

x1<-rbinom(n,1,p)

x1<-(x1-p)/sqrt(p*(1-p))

x2<-rnorm(n,0,1)

r<-array(1,c(2,2))

r[1,2]<-r12

r[2,1]<-r12

r.ch<-chol(r)

d.1<-cbind(x1,x2)

d.1<-d%*%r.ch

d.1[,1]<-round((d.1[,1]*sqrt(p*(1-p)))+p)

#d.1[,1]<-round(d.1[,1]+p)*sqrt(p*(1-p))

cor(d.1)

mean(d.1[,1])

Andrej

_________

Andrej Kveder, M.A.

researcher

Institute of Medical Sciences SRS SASA; Novi trg 2, SI-1000 Ljubljana,

Slovenia

phone: +386 1 47 06 440 fax: +386 1 42 61 493

[[alternate HTML version deleted]]

______________________________________________

R-help@stat.math.ethz.ch mailing list

http://www.stat.math.ethz.ch/mailman/listinfo/r-help

**Next message:**Spencer Graves: "Re: [R] functions different in R and S"**Previous message:**John Fox: "Re: [R] Multiple Logit/Probit"

*
This archive was generated by hypermail 2.1.3
: Tue 01 Jul 2003 - 09:11:22 EST
*