On Thu, Mar 15, 2012 at 11:23:28PM -, Ted Harding wrote:
On 15-Mar-2012 Filoche wrote:
Hi everyone.
Based on a dependent variable (y), I'm trying to generate some
independent variables with a specified correlation. For this
there's no problems.
However, I would like that have all
On Thu, Mar 15, 2012 at 10:48:48AM -0700, Filoche wrote:
Hi everyone.
Based on a dependent variable (y), I'm trying to generate some independent
variables with a specified correlation. For this there's no problems.
However, I would like that have all my regressors to be orthogonal (i.e.
no
Hi everyone.
Based on a dependent variable (y), I'm trying to generate some independent
variables with a specified correlation. For this there's no problems.
However, I would like that have all my regressors to be orthogonal (i.e.
no correlation among them.
For example,
y = x1 + x2 + x3 where
Hello,
However, I would like that have all my regressors to be orthogonal (i.e.
no correlation among them.
?poly
poly(cbind(x1, x2, x3), degree=1)
Hope this helps,
Rui Barradas
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Hi there.
This is not really working. Here what I have for the moment.
library(ecodist)
x - 1:100
y1 - corgen(x=x, r=.85, epsilon=.01)$y
y2 - corgen(x=x, r=.5, epsilon=.01)$y
y3 - corgen(x=x, r=.25, epsilon=.01)$y
a = poly(cbind(y1, y2, y3), degree=1)
cor(a[,1], a[,2])
In that case, the
On Thu, Mar 15, 2012 at 10:48:48AM -0700, Filoche wrote:
Hi everyone.
Based on a dependent variable (y), I'm trying to generate some independent
variables with a specified correlation. For this there's no problems.
However, I would like that have all my regressors to be orthogonal (i.e.
no
Thank you everyone for your precious advice.
I'll take time to look at it and try to make it work.
Regards,
Phil
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View this message in context:
http://r.789695.n4.nabble.com/Generation-of-correlated-variables-tp4475799p4476346.html
Sent from the R help mailing list archive at Nabble.com.
Hello, again.
This is not really working. Here what I have for the moment.
Right, I've read only half of the description line of function 'poly'. The
other half states that
These are all orthogonal to the constant polynomial of degree 0.
But not pairwise orthogonal.
You can look for
Rui:
Try reading it again. Orthogonal polynomials are generated (subject to
the caveats regarding machine precision stated therein). Note,
especially, the raw argument.
Cheers,
Bert
On Thu, Mar 15, 2012 at 1:06 PM, Rui Barradas rui1...@sapo.pt wrote:
Hello, again.
This is not really
On 15-Mar-2012 Filoche wrote:
Hi everyone.
Based on a dependent variable (y), I'm trying to generate some
independent variables with a specified correlation. For this
there's no problems.
However, I would like that have all my regressors to be
orthogonal (i.e. no correlation among them).
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