Dear experts, Can you suggest a freeware that can generate datasets for Multiple Linear Regression (e.g., with 5 independent variables) which normally distributed error terms (e.g., with mean=0, variance=1)? and non correlated independent variables? Or can we do it in MS Excel? Thank you for your help. Eins |
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new file. set seed 20130827. input program. vector IV (5,f6.2). loop id = 1 to 100. loop #p = 1 to 5. compute IV(#p) = rv.normal(0,1). end loop. compute DV = rv.normal(0,1). end case. end loop. end file. end input program. regression variables = IV1 to IV5 DV /dependent = DV /method = enter IV1 to IV5. Art Kendall Social Research ConsultantsOn 8/28/2013 3:35 AM, E. Bernardo [via SPSSX Discussion] wrote:
Art Kendall
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Art and All, Can we modify your syntax such that some IV's are significantly associated with the DV? Eins From: Art Kendall <[hidden email]> To: [hidden email] Sent: Wednesday, August 28, 2013 6:39 PM Subject: Re: How to generate datasets Is this what you are
looking for?
new file. set seed 20130827. input program. vector IV (5,f6.2). loop id = 1 to 100. loop #p = 1 to 5. compute IV(#p) = rv.normal(0,1). end loop. compute DV = rv.normal(0,1). end case. end loop. end file. end input program. regression variables = IV1 to IV5 DV /dependent = DV /method = enter IV1 to IV5. Art Kendall Social Research ConsultantsOn 8/28/2013 3:35 AM, E. Bernardo [via SPSSX Discussion] wrote:
Art Kendall
Social Research Consultants View this message in context: Re: How to generate datasets Sent from the SPSSX Discussion mailing list archive at Nabble.com. |
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Some time ago there was a thread which discussed generating data with specified correlations.
Search this group and you will surely find it. HINT: It involves the Cholesky decomposition which is called using CHOL function in the SPSS MATRIX language. I would look it up for you but you could use the practice!
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To be fair, the thread (I think) David is referring to was a bit hard to find in the Nabble archive, because it was buried in another thread about logistic regression (as a result of the original poster replying to an old message and changing the subject rather than starting from scratch). However, I discovered that as an administrator for the Nabble archive, I could "move" the original post and all replies to an independent thread, so I did.
Search for the thread called "Data Generation for predetermined correlations". HTH.
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The simulation procedure introduced in Statistics 21 and enhanced in V22 to generate data without a model. The "Create New Data with Cases" custom dialog on the SPSS Community site that accepts various distribution families and correlation structures. Jon Peck (no "h") aka Kim Senior Software Engineer, IBM [hidden email] phone: 720-342-5621 From: Bruce Weaver <[hidden email]> To: [hidden email], Date: 08/29/2013 07:45 AM Subject: Re: [SPSSX-L] How to generate datasets Sent by: "SPSSX(r) Discussion" <[hidden email]> To be fair, the thread (I think) David is referring to was a bit hard to find in the Nabble archive, because it was buried in another thread about logistic regression (as a result of the original poster replying to an old message and changing the subject rather than starting from scratch). However, I discovered that as an administrator for the Nabble archive, I could "move" the original post and all replies to an independent thread, so I did. Search for the thread called "Data Generation for predetermined correlations". HTH. David Marso wrote > Some time ago there was a thread which discussed generating data with > specified correlations. > Search this group and you will surely find it. HINT: It involves the > Cholesky decomposition which is called using CHOL function in the SPSS > MATRIX language. I would look it up for you but you could use the > practice! > E. Bernardo wrote >> Art and All, >> >> Can we modify your syntax such that some IV's are significantly >> associated with the DV? >> >> Eins >> >> ________________________________ >> From: Art Kendall < >> Art@ >> > >> To: >> SPSSX-L@.UGA >> >> Sent: Wednesday, August 28, 2013 6:39 PM >> Subject: Re: How to generate datasets >> >> >> >> Is this what you are looking for? >> new file. >> set seed 20130827. >> input program. >> vector IV (5,f6.2). >> loop id = 1 to 100. >> loop #p = 1 to 5. >> compute IV(#p) = rv.normal(0,1). >> end loop. >> compute DV = rv.normal(0,1). >> end case. >> end loop. >> end file. >> end input program. >> regression variables = IV1 to IV5 DV >> /dependent = DV >> /method = enter IV1 to IV5. >> >> >> >> >> Art Kendall >> Social Research Consultants >> On 8/28/2013 3:35 AM, E. Bernardo [via SPSSX Discussion] wrote: >> >> Dear experts, >>> >>> >>>Can you suggest a freeware that can generate datasets for Multiple Linear Regression (e.g., with 5 independent variables) which normally distributed error terms (e.g., with mean=0, variance=1)? and non correlated independent variables? >>> >>> >>>Or can we do it in MS Excel? >>> >>> >>> >>>Thank you for your help. >>> >>> >>>Eins >>> >>>>________________________________ >>> >>>If you reply to this email, your message will be added to the discussion below:http://spssx-discussion.1045642.n5.nabble.com/How-to-generate-datasets-tp5721765.html >>>To start a new topic under SPSSX Discussion, email [hidden email] >>>To unsubscribe from SPSSX Discussion, click here. >>>NAML >> >> Art Kendall >> Social Research Consultants >> ________________________________ >> View this message in context: Re: How to generate datasets >> Sent from the SPSSX Discussion mailing list archive at Nabble.com. ----- -- Bruce Weaver [hidden email] http://sites.google.com/a/lakeheadu.ca/bweaver/ "When all else fails, RTFM." NOTE: My Hotmail account is not monitored regularly. To send me an e-mail, please use the address shown above. -- View this message in context: http://spssx-discussion.1045642.n5.nabble.com/How-to-generate-datasets-tp5721765p5721782.html Sent from the SPSSX Discussion mailing list archive at Nabble.com. ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD |
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