CODEWITHSUNDEEP
r
user1723765
user1723765

Reputation: 6409

Simulating data from linear equation in R

I have a linear regression of the form:

Y= B0 + B1*X1 + B2*X2 + Be*Xe

If I assume values for Beta (0.38,0.27,0.10) and also assume that Xi are normally distributed with N(0,1).

How can I generate a dataset that will be a linear combination of these variables?

Upvotes: 1

Views: 1330

Answers (2)

user295691
user295691

Reputation: 7248

If I'm understanding the question correctly, you can generate this with a simple expression:

Y <- .38 + .27 * rnorm(1000) + .10 * rnorm(1000)

which will give you a vector, Y, distributed based on the formula above.

Upvotes: 2

agstudy
agstudy

Reputation: 121588

This should work:

beta =c(0.38,0.27,0.10)
beta0 <- 1
N <- 10           
x <- matrix(rnorm(n=N*3) ,ncol=3) ## generate (x1,x2,xe)
y <- beta0 + x %*% beta

Upvotes: 5

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