Re: Source of an algorithm

[Dennis Roberts]

I too don't know the source of the idea ... but, a macro in Minitab that 
someone helped me work on ... DOES work ... and has come in very handy at 
times ... and though it is written to have X and Y scale to M=50 and SD=10 
... once run ... these columns can be rescaled to anything one might want

See the first macro on the list here

http://roberts.ed.psu.edu/users/droberts/macro.htm

At 01:27 PM 9/18/03 -0600, David C. Howell wrote:
On one of my web pages I describe an algoritm for generating data with a 
specified correlation between X and Y. The important part of the algorithm is
   * Use the normal random number function available in almost all 
software to generate two random variables (X and Y).
   * Standardize these variables to mean = 0, sd = 1.
   * Calculate a = r/sqrt(1-r2), where r is the desired correlation.
   * Calculate Z = a*X + Y.
   * Adjust the means and variances of X and Z to what you want them to 
be by simple linear transformations--(e.g., Xnew = Xold*NewSD + NewMean).
   * Now the correlation between X and Z will be r.
   * The mean of z will be 0.00, and its stand deviation will be sqrt(a2 
+ 1).
   * If you don't standardize the variables I would assume that the 
resulting r will come from a population where rho = r, but I haven't 
worked this out. If anyone knows for sure, I'd appreciate hearing.
I have recently been asked for the source of that algorithm. It has been 
around for a long time, and I am certainly not the first to recommend it, 
but I do not know its source. Can anyone help?

Also, does anyone have an opinion about the last item in that list?

Thanks,
Dave Howell
**************************************************************************
David C. Howell
Professor Emeritus
University of Vermont
New address:
David C. Howell                                 Phone: (970) 871-4556
P.O. Box 770059
Steamboat Springs, CO  80477            email: [EMAIL PROTECTED]
http://www.uvm.edu/~dhowell/StatPages/StatHomePage.html
----------------------------------------------------------
Dennis Roberts
Email: [EMAIL PROTECTED]
Web: http://roberts.ed.psu.edu/users/droberts/drober~1.htm
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