Generate a Sample that Correlates with a Fixed Set of Observations
This function will generate a vector (y) with a known correlation to a given vector (x). The degree of correlation between x and y is determined by the parameter rho (the population correlation). Observed sample correlations between x and y will vary around rho, but this variation will decrease as the size of x increases.
sam.cor(x,rho)
x |
The given vector. |
rho |
Population correlation. |
The function prints the sample correlation for the specific set of numbers generated.
y |
A vector of numbers correlated with x. |
Paul Bliese paul.bliese@moore.sc.edu
data(bh1996) NEWVAR<-sam.cor(x=bh1996$LEAD,rho=.30) cor(bh1996$LEAD,NEWVAR)
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