# [R] Monte Carlo Simulation

Charles Annis, P.E. charles.annis at statisticalengineering.com
Fri Apr 15 21:00:44 CEST 2011

```What have you tried so far?

It is often helpful to begin with a much simpler problem, then add
complexity incrementally until you've constructed the desired model.

Best wishes.

Charles Annis, P.E.

Charles.Annis at StatisticalEngineering.com
561-352-9699
http://www.StatisticalEngineering.com

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of Shane Phillips
Sent: Friday, April 15, 2011 2:50 PM
To: r-help at r-project.org
Subject: [R] Monte Carlo Simulation

Hello, R friends...

I am very new to R, and I need some help.  I am trying to construct a
simulation for my dissertation.

I need to create 1000 datasets of 1000 subjects with the following
variables...

Treatment variable - Drawn from a binomial distribution (1 run, prob=.13)
Covariate 1 - Drawn from a normal distribution (mean=100, sd=16)
Covariate 2 - Drawn from a normal distribution (mean=200, sd=9)
Covariates 1 and 2 need to be correlated (say, r=.80)
Covariate 3 - Drawn from a binomial distribution (1 run, prob=.5)
Covariate 4 - Drawn from a distribution of discrete variables where 1 has an
80% chance of being selected, 2  - 10%, 3 - 5% and 4 - 5%.  This variable
would need to be recoded into 4 binary variables.
Covariate 5 - Drawn from a normal distribution (mean=84, sd=2)
Covariate 6 - Drawn from a binomial distribution (1 run, prob=.15)
Covariate 6 needs to correlate with Covariate 2 (r=.70, or so)

I need each dataset saved as a new datafile with an iterative filename (e.g.
sample1, sample2, etc.).

Thanks!

Shane

______________________________________________
R-help at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
and provide commented, minimal, self-contained, reproducible code.

```