[R-sig-Geo] Simulating variables with predefined correlation and autocorrelation

[Tobias Rüttenauer]

Dear Amitha,

If understand your query correctly, you could also have a look at my preprint on Monte Carlo simulations of different spatial regression models: https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/5630.

The replication materials are online available (https://github.com/ruettenauer/Reproduction-Material-Spatial-Monte-Carlo-Experiments). The '01_Monte Carlo Simulation Spatial_Program.R' scipt provides a function to set up data with different constellations of autocorrelation. Maybe the code is useful for your purposes as well.

Best,
Tobias


-----Original Message-----
From: R-sig-Geo <r-sig-geo-bounces using r-project.org> On Behalf Of Amitha Puranik
Sent: 22 August 2019 17:19
To: r-sig-geo using r-project.org
Cc: c8a2375d-efb5-2ebe-7b3b-ac966d188f53 using cirad.fr
Subject: Re: [R-sig-Geo] Simulating variables with predefined correlation and autocorrelation

Dear Prof. Bivand,



Thanks a lot for responding and providing the material to read. I will definitely go through your paper and the references cited in it.

I am working on simulating various scenarios where autocorrelation exists in Y or X or both and also in the residuals and compare the model performances on these data. At present I have planned to assign same weights (distance based) for both X and Y. I have found solution to simulate autocorrelated Y based on your response in the link ( https://stat.ethz.ch/pipermail/r-sig-geo/2011-September/012728.html). But I have not found a way to induce autocorrelation in even the independent variables(s). Hence I posted this query. Thanks in advance.

Regards,

Amitha Puranik.















On Thu, Aug 22, 2019 at 7:06 PM Roger Bivand <Roger.Bivand using nhh.no> wrote:

> Could you please explain why you want to do this and whether you want 
> to use the same weights for y and x? Maybe refer to 
> https://doi.org/10.1111/j.1538-4632.1991.tb00235.x and work referred 
> to there; I'll try to find other references later.
>
> Roger Bivand
> Norwegian School of Economics
> Bergen, Norway
>
>
>
> Fra: Amitha Puranik
> Sendt: torsdag 22. august, 12.41
> Emne: Re: [R-sig-Geo]  Simulating variables with predefined 
> correlation and autocorrelation
> Til: c8a2375d-efb5-2ebe-7b3b-ac966d188f53 using cirad.fr
> Kopi: r-sig-geo using r-project.org
>
>
> Dear Prof Facundo Muñoz, Thank you for a quick response. I am sorry 
> for not phrasing my query clearly. I am interested to simulate 2 
> variables Y and X in such a way that the resultant variables should 
> possess the correlation coefficient of 0.6 between Y and X and 
> autocorrelation of 0.7 in Y and 0.4 in X. The query posted in the link 
> (
> https://stat.ethz.ch/pipermail/r-sig-geo/2011-September/012728.html)
> focussed on only the autocorrelation of Y (spatial lag model) whereas 
> I would like to introduce some autocorrelation in X too (spatial 
> durbin model). Is there a way to do this? Should a covariance 
> structure defining both correlation and autocorrelation be specified 
> while simulating variables? If so, how to define such covariance 
> structure? I will be grateful for your assistance. Thanks in advance. 
> Amitha Puranik [[alternative HTML version deleted]] 
> _______________________________________________ R-sig-Geo mailing list 
> R-sig-Geo using r-project.org 
> https://stat.ethz.ch/mailman/listinfo/r-sig-geo
>
>

	[[alternative HTML version deleted]]

_______________________________________________
R-sig-Geo mailing list
R-sig-Geo using r-project.org
https://stat.ethz.ch/mailman/listinfo/r-sig-geo