All Questions
Tagged with simulation correlation
79
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Simulate Gaussian copula with negative pair-wise correlations
I am now trying to simulate a multidimensional (let's say 4 dimensions) Gaussian copula. Given software restrictions, I can only use Excel for this simulation. That is why I am trying to implement the ...
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37
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How to guess a random walk to achieve max sample correlation?
Define this 1-D discrete random walk start from 0: roll a die (the die may or may not be fair, the fixed probability of each face is unknown to the observer/guessor)...
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21
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How to evaluate an Earth system model in light of the spatial variability of observed variables?
Context
My effort is to evaluate the performance of a physics-based numerical model to determine how well it simulates different state variables of a soil column (1D inside the model). The temporal ...
1
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1
answer
64
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Input-Output Correlations using PCA
I want to understand the correlation between a set of $\color{red}{\textrm{inputs}}$ and a set of $\color{blue}{\textrm{outputs}}$ deriving from numerical simulations, and possibly reduce dimensions ...
1
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1
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136
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Simulating correlated data with Categorical and Continuous Variables [closed]
I am trying to simulate correlated data using the 'anysim' package in R. The software allows for correlations to be specified between categorical and continuous distributions. There are intermediate ...
1
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1
answer
66
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Create a data set with correlated variables [duplicate]
I am trying to create a dataset where columns 2,3,4 are correlate (0.98,0.97,0.96, respectively) to column 1. Right now I have this code:
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24
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How to simulate data with ties in R
I am using R to investigate the effect of tied values on rank-based correlation statistics
I wish to simulate correlated bivariate standard normal data with some specified proportion of tied values (...
2
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1
answer
230
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How to simulate data conditional on variables and respecting correlation structure in R [closed]
I am trying to simulate data to benchmark a multi-dimensional data method (referred to as a multi-omics approach) with a specific correlation structure and multiple confounding variables. For the ...
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51
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How to simulate IV model?
Suppose I have a structural equation
$$y=\beta D+\alpha X+\epsilon,\;\epsilon\sim N(0,1)$$
and a first-stage equation
$$D=\gamma Z+\eta X+\xi,\;\xi\sim N(0,1)$$
where $D$ is a continuous endogenous ...
1
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2
answers
454
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Classical Confidence Intervals vs. Bootstrap Confidence Intervals
Suppose I have some data that includes height and weight measurements for 1000 people - I am interested in calculating the Correlation Coefficient to see if there exists some correlation between ...
1
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2
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179
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Simulate correlated Bernoulli variables where the sample distribution is exactly the same as the population distribution
Is there a way to generate two correlated variables with a Bernoulli distribution where the sample distribution is exactly the same as the population distribution?
I can easily generate a pair of ...
1
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0
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45
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How to generate two matrices with given (constrained to) column-wise and row-wise correlations in R? [closed]
I would like to generate two matrices X and Y, of the same dimensions (n x ...
1
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1
answer
43
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Why do I get the exact same matrix when changing the correlation?
I'm trying to create artificial correlated data using the genCorData function, in the simstudy package. I'm running the following in R:
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1
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1
answer
76
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Simulating "Realistic Data" for Statistical Problems [closed]
My friend is working on his Sociology Thesis and is currently waiting for the researchers to finish running their experiments and collecting the data that will be used in his project (socio-...
3
votes
1
answer
195
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Generating data in the desired correlation structure from the multivariate normal distribution in R
I want to derive 200 variables from the multivariate normal distribution. I will divide these 200 variables into 3 blocks. The 1st block will consist of 40 variables and will be low-moderately ...