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From: dc353 on 19 Mar 2010 14:32 Hi, I have a random variable with 200 observations. I would like to generate a second random variable with 200 observations and a given correlation with the first random variable. Many of the solutions I've seen on the web seem geared towards calculating a population correlation statistic. Could someone break out the steps needed to get the sample correlation coefficient?
From: Brit Harvey on 22 Mar 2010 11:17
I'm interested in this question as well. Brit > I have a random variable with 200 observations. I would like to > generate a second random variable with 200 observations and a given > correlation with the first random variable. Many of the solutions > I've seen on the web seem geared towards calculating a population > correlation statistic. Could someone break out the steps needed to > get the sample correlation coefficient? |