2019 17:19
> To: r-sig-geo@r-project.org
> Cc: c8a2375d-efb5-2ebe-7b3b-ac966d188...@cirad.fr
> Subject: Re: [R-sig-Geo] Simulating variables with predefined correlation
> and autocorrelation
>
> Dear Prof. Bivand,
>
>
>
> Thanks a lot for responding and providin
-
From: R-sig-Geo On Behalf Of Amitha Puranik
Sent: 22 August 2019 17:19
To: r-sig-geo@r-project.org
Cc: c8a2375d-efb5-2ebe-7b3b-ac966d188...@cirad.fr
Subject: Re: [R-sig-Geo] Simulating variables with predefined correlation and
autocorrelation
Dear Prof. Bivand,
Thanks a lot for responding
orsdag 22. august, 12.41
> Emne: Re: [R-sig-Geo] Simulating variables with predefined correlation
> and autocorrelation
> Til: c8a2375d-efb5-2ebe-7b3b-ac966d188...@cirad.fr
> Kopi: r-sig-geo@r-project.org
>
>
> Dear Prof Facundo Muñoz, Thank you for a quick response. I a
Dear Prof Facundo Muñoz,
Thank you for a quick response. I am sorry for not phrasing my query
clearly.
I am interested to simulate 2 variables Y and X in such a way that the
resultant variables should possess the correlation coefficient of 0.6
between Y and X and autocorrelation of 0.7 in Y
Dear Amitha,
I'm not sure I understand well your question (but then, I don't know
this Durbin model). From what I quickly looked up it follows this
formulation:
y = \rho W y + \alpha 1_n + X \beta + W X \theta + \varepsilon
where y are the observations (thus, what you are trying to simulate if
Hello everyone,
I'm trying to simulate a set of variables by specifying correlations. For
the simulated data, I also want to specify autocorrelations. Basically I am
trying to simulate data assuming spatial durbin model (a model which
accounts for autocorrelation in both Y and X). I came across
