On 15-Apr-05 Ashraf Chaudhary wrote: > Hi, > I am posting this problem again (with some additional detail) > as I am stuck and could not get it resolved as yet. I tried to > look up in alternative sources but with no success. Here it is: > > I need to generate a binomial (binary 0/1) random variable linearly > correlated with a normal random variable with a specified correlation. > Off course, the correlation coefficient would not be same at each run > because of randomness. > > If I generate two correlated normals with specified correlation and > dichotomize one, the correlation of a normal and the binomial random > variable would not be the same as specified. > > I greatly appreciate your help. > Ashraf
Hello Ashraf, I do not know what you mean by "a binomial random variable linearly correlated with a normal random variable." You can certainly (and indeed your dichotomy method is one way) generate a binomial and a normal which are correlated. But apparently this gives a result which is "not the same as specified": however, I cannot see in your description a specification which would violated by the result of doing so. You cannot expect a binomial variable to be such that, for instance, its expectation conditional on the value of a normal variable would be a linear function of the normal variable, since this would allow a situation where the expectation was greater than 1 or less than 0. But I wonder what else you could possibly mean by "linearly correlated". Please therefore be more explicit about the specification of your problem! Trying to help, Ted. -------------------------------------------------------------------- E-Mail: (Ted Harding) <[EMAIL PROTECTED]> Fax-to-email: +44 (0)870 094 0861 Date: 16-Apr-05 Time: 08:21:42 ------------------------------ XFMail ------------------------------ ______________________________________________ R-help@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