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propack
2008 Nov 11
1
simulate data with binary outcome and correlated predictors
...he coefficients of the predictors. Any help on how to be as precise as possible on the betas would be nice.
Here is the code I wrote where all predictors are continuous with variance =1 and correlations between predictors vary for each condition of Y.
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library(MASS)
N<-1000
nbX<-3
propSick<-0.2
corrSick<-.8
corrHealthy<-.9
sigma0<-matrix(corrHealthy,nbX,nbX)
diag(sigma0)<-1
sigma1<-matrix(corrSick,nbX,nbX)
diag(sigma1)<-1
dataHealthy<-mvrnorm(N*(1-propSick),c(0,0,0),sigma0)
dataSick<-mvrnorm(N*propSick,c(1,1,1),sigma1)
dataS<-as.data.frame(matrix(0,nco...