What problem are you really trying to solve? The problem statement
as I read it contains two logical contradictions that I see:
1. Orthonormal means X'X = Identity matrix (10 x 10). That means
the pairwise correlation coefficients can NOT be different from 0.
2. Not all symmetric m
Dear R community:
I want to simulate a regression matrix which is generated from an orthonormal matrix X
of dimension 30*10 with different between-column pairwise correlation coefficients
generated from uniform distribution U(-1,1).
Thanks in advance!
Rui
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