模擬與現有二元變量相關的連續變量

我正在尋找模擬與現有二元變量use相關的0.1的年齡變量（約束範圍18-35）。我所遇到的大部分示例都演示瞭如何同時模擬這兩個變量。模擬與現有二元變量相關的連續變量

# setup 
    set.seed(493) 
    n <- 134 
    dat <- data.frame(partID=seq(1, n, 1), 
        trt=c(rep(0, n/2), 
          rep(1, n/2))) 

# set proportion 
    a <- .8 
    b <- .2 
    dat$use <- c(rbinom(n/2, 1, b), 
       rbinom(n/2, 1, a))

來源

2017-02-09 Eric Green

http://stats.stackexchange.com/questions/15011/generate-a-random-variable-with-de-defined-correlation-to-an-existing-variable – Raad

我投票結束此問題爲關閉-topic，因爲http://stats.stackexchange.com/questions/15011/generate-a-random-variable-with-dedefined-corr重複興高采烈到一個存在的可變 – zx8754

不知道這是接近最好的辦法，但你可能會得到接近使用從這裏的答案：https://stats.stackexchange.com/questions/15011/generate-a-random-variable-with-a-defined-correlation-to-an-existing-variable

例如（使用代碼的鏈接）：

x1 <- dat$use    # fixed given data 

rho <- 0.1     # desired correlation = cos(angle) 
theta <- acos(rho)    # corresponding angle 
x2 <- rnorm(n, 2, 0.5)  # new random data 
X  <- cbind(x1, x2)   # matrix 
Xctr <- scale(X, center=TRUE, scale=FALSE) # centered columns (mean 0) 

Id <- diag(n)        # identity matrix 
Q <- qr.Q(qr(Xctr[ , 1, drop=FALSE]))  # QR-decomposition, just matrix Q 
P <- tcrossprod(Q)   # = Q Q'  # projection onto space defined by x1 
x2o <- (Id-P) %*% Xctr[ , 2]     # x2ctr made orthogonal to x1ctr 
Xc2 <- cbind(Xctr[ , 1], x2o)    # bind to matrix 
Y <- Xc2 %*% diag(1/sqrt(colSums(Xc2^2))) # scale columns to length 1 

x <- Y[ , 2] + (1/tan(theta)) * Y[ , 1]  # final new vector 


dat$age <- (1 + x) * 25 

cor(dat$use, dat$age) 
# 0.1 

summary(dat$age) 
# Min. 1st Qu. Median Mean 3rd Qu. Max. 
# 20.17 23.53 25.00 25.00 26.59 30.50

來源

2017-02-09 22:36:28 Raad

模擬與現有二元變量相關的連續變量

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