Tobias Kisch
2013-May-25 09:50 UTC
[R] Generating random numbers satisfying specific regression equation
Hello everybody Sorry if such a question has already been posted somewhere, but I wasn’t able to find an answer yet. I’m trying to generate random numbers for illustration purposes. The random numbers should satisfy a multiple regression equation, for example: z = 0.3 + 0.05 * x + 1.5 * y + 3 * xy I was playing around with mvrnorm (MASS), but since I’m still a newbie to R and not an educated statistician and wasn’t able to solve this. Thanks for any suggestions or hints. Best Tobias [[alternative HTML version deleted]]
John Sorkin
2013-May-25 12:18 UTC
[R] Generating random numbers satisfying specific regression equation
(1) you need to examine the rnorm function, enter ?rnorm() (2) when you review the documentation produced by entering the command above, you will see that the rnorm function needs three parameter, the number of values to generate, the mean of the numbers to be generated, and the SD (standard deviation) of the numbers to be generated. Two of these values have default values, mean defaults to zero, SD to one. (3) You then use rnorm in your formula: x <- rnorm(10) y <- rnorm(10) z <- 0.3 + 0.05*x + 1.5*y + 3*x*y z>>> "Tobias Kisch" <tobiaskisch at hotmail.com> 5/25/2013 5:50 AM >>>Hello everybody Sorry if such a question has already been posted somewhere, but I wasn?t able to find an answer yet. I?m trying to generate random numbers for illustration purposes. The random numbers should satisfy a multiple regression equation, for example: z = 0.3 + 0.05 * x + 1.5 * y + 3 * xy I was playing around with mvrnorm (MASS), but since I?m still a newbie to R and not an educated statistician and wasn?t able to solve this. Thanks for any suggestions or hints. Best Tobias [[alternative HTML version deleted]] Confidentiality Statement: This email message, including any attachments, is for the sole use of the intended recipient(s) and may contain confidential and privileged information. Any unauthorized use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by reply email and destroy all copies of the original message.