[R] Monte Carlo Simulation

[Shane Phillips]

Here's a script of what I have so far.  I have a few problems.  First, the correlations.  Next, recoding that categorical variable into dichotomous variables.  Finally, the iterative filename thing.

Thanks!

S

-----Original Message-----
From: Charles Annis, P.E. [mailto:charles.annis at statisticalengineering.com] 
Sent: Friday, April 15, 2011 3:01 PM
To: Shane Phillips; r-help at r-project.org
Subject: RE: [R] Monte Carlo Simulation

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.). 

Please help!

Thanks!

Shane

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