Dear Prof. Bivand,
Thanks a lot for responding and providing the material to read. I will definitely go through your paper and the references cited in it. I am working on simulating various scenarios where autocorrelation exists in Y or X or both and also in the residuals and compare the model performances on these data. At present I have planned to assign same weights (distance based) for both X and Y. I have found solution to simulate autocorrelated Y based on your response in the link ( https://stat.ethz.ch/pipermail/r-sig-geo/2011-September/012728.html). But I have not found a way to induce autocorrelation in even the independent variables(s). Hence I posted this query. Thanks in advance. Regards, Amitha Puranik. On Thu, Aug 22, 2019 at 7:06 PM Roger Bivand <roger.biv...@nhh.no> wrote: > Could you please explain why you want to do this and whether you want to > use the same weights for y and x? Maybe refer to > https://doi.org/10.1111/j.1538-4632.1991.tb00235.x and work referred to > there; I'll try to find other references later. > > Roger Bivand > Norwegian School of Economics > Bergen, Norway > > > > Fra: Amitha Puranik > Sendt: torsdag 22. august, 12.41 > Emne: Re: [R-sig-Geo] Simulating variables with predefined correlation > and autocorrelation > Til: c8a2375d-efb5-2ebe-7b3b-ac966d188...@cirad.fr > Kopi: r-sig-geo@r-project.org > > > Dear Prof Facundo Muñoz, Thank you for a quick response. I am sorry for > not phrasing my query clearly. I am interested to simulate 2 variables Y > and X in such a way that the resultant variables should possess the > correlation coefficient of 0.6 between Y and X and autocorrelation of 0.7 > in Y and 0.4 in X. The query posted in the link ( > https://stat.ethz.ch/pipermail/r-sig-geo/2011-September/012728.html) > focussed on only the autocorrelation of Y (spatial lag model) whereas I > would like to introduce some autocorrelation in X too (spatial durbin > model). Is there a way to do this? Should a covariance structure defining > both correlation and autocorrelation be specified while simulating > variables? If so, how to define such covariance structure? I will be > grateful for your assistance. Thanks in advance. Amitha Puranik > [[alternative HTML version deleted]] > _______________________________________________ R-sig-Geo mailing list > R-sig-Geo@r-project.org https://stat.ethz.ch/mailman/listinfo/r-sig-geo > > [[alternative HTML version deleted]] _______________________________________________ R-sig-Geo mailing list R-sig-Geo@r-project.org https://stat.ethz.ch/mailman/listinfo/r-sig-geo
