genX: Generate correlated data (predictors) for one unit

In rockchalk: Regression Estimation and Presentation

Generate correlated data (predictors) for one unit

Description

This is used to generate data for one unit. It is recently re-designed to serve as a building block in a multi-level data simulation exercise. The new arguments "unit" and "idx" can be set as NULL to remove the multi-level unit and row naming features. This function uses the rockchalk::mvrnorm function, but introduces a convenience layer by allowing users to supply standard deviations and the correlation matrix rather than the variance.

Usage

genX(
  N,
  means,
  sds,
  rho,
  Sigma = NULL,
  intercept = TRUE,
  col.names = NULL,
  unit = NULL,
  idx = FALSE
)

Arguments

N	Number of cases desired
means	A vector of means for p variables. It is optional to name them. This implicitly sets the dimension of the predictor matrix as N x p. If no names are supplied, the automatic variable names will be "x1", "x2", and so forth. If means is named, such as c("myx1" = 7, "myx2" = 13, "myx3" = 44), those names will be come column names in the output matrix.
sds	Standard deviations for the variables. If less than p values are supplied, they will be recycled.
rho	Correlation coefficient for p variables. Several input formats are allowed (see lazyCor). This can be a single number (common correlation among all variables), a full matrix of correlations among all variables, or a vector that is interpreted as the strictly lower triangle (a vech).
Sigma	P x P variance/covariance matrix.
intercept	Default = TRUE, do you want a first column filled with 1?
col.names	Names supplied here will override column names supplied with the means parameter. If no names are supplied with means, or here, we will name variables x1, x2, x3, ... xp, with Intercept at front of list if intercept = TRUE.
unit	A character string for the name of the unit being simulated. Might be referred to as a "group" or "district" or "level 2" membership indicator.
idx	If set TRUE, a column "idx" is added, numbering the rows from 1:N. If the argument unit is not NULL, then idx is set to TRUE, but that behavior can be overridded by setting idx = FALSE.

Details

Today I've decided to make the return object a data frame. This allows the possibility of including a character variable "unit" within the result. For multi-level models, that will help. If unit is not NULL, its value will be added as a column in the data frame. If unit is not null, the rownames will be constructed by pasting "unit" name and idx. If unit is not null, then idx will be included as another column, unless the user explicitly sets idx = FALSE.

Value

A data frame with rownames to specify unit and individual values, including an attribute "unit" with the unit's name.

Author(s)

Paul Johnson [e-mail]

Examples

X1 <- genX(10, means = c(7, 8), sds = 3, rho = .4)
X2 <- genX(10, means = c(7, 8), sds = 3, rho = .4, unit = "Kansas")
head(X2)
X3 <- genX(10, means = c(7, 8), sds = 3, rho = .4, idx = FALSE, unit = "Iowa")
head(X3)
X4 <- genX(10, means = c("A" = 7, "B" = 8), sds = c(3), rho = .4)
head(X4)
X5 <- genX(10, means = c(7, 3, 7, 5), sds = c(3, 6),
            rho = .5, col.names = c("Fred", "Sally", "Henry", "Barbi"))
head(X5)
Sigma <- lazyCov(Rho = c(.2, .3, .4, .5, .2, .1), Sd = c(2, 3, 1, 4))
X6 <- genX(10, means = c(5, 2, -19, 33), Sigma = Sigma, unit = "Winslow_AZ")
head(X6)

rockchalk documentation built on Aug. 6, 2022, 5:05 p.m.