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0
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1answer
63 views

Generating data from Probit regression, cut off 0 and variance 1 necessary?

I am trying to create a dataset using a Probit regression model in R, where I have an intercept and three covariates. I first fix a set of coefficients for the three covariates, generate these ...
3
votes
2answers
73 views

Generate fake data consistent with adjusted R^2 pattern

Is it possible to specify a vector of adjusted $R^2$ values (or any other measure like AIC, BIC, $C_p$) for the set of all possible models in a data set, and then generate data that is consistent with ...
0
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0answers
8 views

survey data-generation method based on estimated correlation matrix

I would like to create survey response data if possible from a correlation matrix or factor analysis, or any other way if possible. My end goal is to scale up the samples in my data file and run a ...
3
votes
1answer
364 views

How to generate survival data with time dependent covariates using R

I want to generate survival time from a Cox proportional hazards model that contains time dependent covariate. The model is $h(t|X_i) =h_0(t) \exp(\gamma X_i + \alpha m_{i}(t))$ where $X_i$ is ...
6
votes
1answer
108 views

creating multiple categorical variable with specified degree of association (correlation) matrix

Lets say I want to generate data with particular association matrix. I am taking phi coefficient` as measure degree of association. Here are examples using R. ...
0
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1answer
91 views

with Excel, generate 0 with n% probability OR generate 1 with (1-n)% probability

(first of all I simplified my question) depending on the input info below, I want to create proper excel function in output part. what I require verbally in output part under "status (0 or 1) ...
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0answers
239 views

Generate correlated AR process for given correlation between demand series

How can I generate two correlated $AR(1)$ data series with given correlation between $d_{1,t}$ and $d_{2,t}$, $r_{12}$, where $\rho_{12}$ is correlation between the two error series ...
5
votes
2answers
515 views

Random generation of n-dimensional data with possibly correlated variables

I would like to generate a set of artificial data using another input set from which correlations between variables can be extracted. Not all variables are binary, but the data can easily be extended ...
1
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1answer
1k views

How to generate correlated test data that has Bernoulli, categorical, and continuous vectors (in R)?

I'm looking to generate a set of 5 random variables and enforce a dependence structure between them and onto a dependent variable Y. I understand how to generate correlated random variables for ...
0
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0answers
61 views

Generative model that penalizes clumping of data

I'm interested in modeling a generative process that encourages data to be "evenly distributed" over its support, i.e. clumping of data points is penalized. For example, if I have a mixture ...
1
vote
2answers
132 views

What is the correct likelihood function for an sequential, adaptive data generation process?

Consider the following sequential, adaptive data generating process for $Y_1$, $Y_2$, $Y_3$. (By sequential I mean that we generate $Y_1$, $Y_2$, $Y_3$ in sequence and by adaptive I mean that $Y_3$ is ...