Generate a Sample that Correlates with a Fixed Set of Observations

Description

This function will generate a vector (y) with a known correlation to a given vector (x). The degree of correlation between x and y is determined by the parameter rho (the population correlation). Observed sample correlations between x and y will vary around rho, but this variation will decrease as the size of x increases.

Usage

sam.cor(x,rho)

Arguments

Value

The function prints the sample correlation for the specific set of numbers generated.

Author(s)

Paul Bliese paul.bliese@us.army.mil

See Also

simbias

Examples

   data(bh1996)
   NEWVAR<-sam.cor(x=bh1996$LEAD,rho=.30)
   cor(bh1996$LEAD,NEWVAR)

Results