user8858830
user8858830

Reputation:

How to simulate random Y numbers from a linear model with specific X and residuals?

I want to find a way to randomly generate 100 Y values from a linear model where

Yi=  2−8Xi+ ei

I want the residuals (ei) to come from a normal distribution with a specified mean and variance and X to be a vector of values from 1:100.

I know how to generate random variates using rnorm() but I'm not sure how to approach this more advanced matter. Any ideas for how I can specify the parameters I need would be welcome.

Upvotes: 0

Views: 611

Answers (1)

LyzandeR
LyzandeR

Reputation: 37879

This should work:

X <- 1:100
Y <-  2 − 8 * X + rnorm(100, mean = 0, sd = 2)

str(Y)
#num [1:100] -3.51 -12.03 -21.05 -31.38 -36.46 ...

Upvotes: 2

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