Simulate Correlated data from complex sample
It may help to recall the following:
var(X) = var{E(X|School)} + E{var(X|School)}.
The first term here is the between-group covariance matrix, while the
second is the within group covariance matrix. Decide how you want to
decompose var(X), and use mvrnorm{MASS} or rmvnorm{mvtnorm} for each,
combining them as you've outlined below.
Does this make sense?
spencer graves
Doran, Harold wrote:
Dear List: I have created some code to simulate data from a complex sample where 5000 students are nested in 50 schools. My code returns a dataframe with a variable representing student achievement at a single time point. My actual code for creating this is below. What I would like to do is generate a second column of data that is correlated with the first at .8 and has the same means within each school. So I do not think I can use mvrnorm or simulate() in the Matrix package, at least not in a way I can currently see. A very basic example would be something like first create a vector (s1) and then generate a second one that is correlated with the first by some user-defined measure.
s1 <- rnorm(500, 2, 4)
In my example below the variable I want to replicate is data$theta. I think I could go through the exercise to write code that would so this, but I think there might be a smarter and easier function for doing so. I've used RSiteSearch() a bit, but the keywords I'm using aren't turning up results that I can use. I may be missing something very simple and transparent. Any thoughts are much appreciated, Harold Ver 2.2 Windows XP N <- 5000 # Number of students J <- 50 # Number of schools N_j <- N/J # Number of students in each school a_g <- c(0,.5,1) # This is the growth vector # Step 1 -- create psi for base grade rps <- rep(N_j, J) v_gk <- rep(rnorm(J, 0, sqrt(.01) ), rps) v_gik <- rnorm(N, 0, sqrt(.99)) # Organize into a dataframe data <- data.frame(schid = rep(1:J, rps), stuid = 1:N, cbind(v_gk, v_gik), psi = v_gk + v_gik + a_g[1]) # Now create theta B_g <- .95 # This is correlation between within-grade trait and vertical trait w_gk <- 0 # fixed at zero for now data$w_gik <-rnorm(N, 0, sqrt(.0975)) data$theta <- (B_g * data$psi) + w_gk + data$w_gik [[alternative HTML version deleted]]
______________________________________________ R-help at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Spencer Graves, PhD Senior Development Engineer PDF Solutions, Inc. 333 West San Carlos Street Suite 700 San Jose, CA 95110, USA spencer.graves at pdf.com www.pdf.com <http://www.pdf.com> Tel: 408-938-4420 Fax: 408-280-7915