Date:         Mon, 22 Mar 2010 06:57:42 -0700
Reply-To:     "dc353@hotmail.com" <dc353@HOTMAIL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         "dc353@hotmail.com" <dc353@HOTMAIL.COM>
Organization: http://groups.google.com
Subject:      Re: create second random variable with 0 correlation
Comments: To: sas-l@uga.edu
Content-Type: text/plain; charset=ISO-8859-1

On Mar 22, 9:16 am, Paige Miller <paige.mil...@kodak.com> wrote:
> On Mar 19, 2:05 pm, "dc...@hotmail.com" <dc...@hotmail.com> wrote:
>
> > the population correlation may be 0 but the sample correlation isn't.
> > I'm looking to create a second random variable with sample correlation
> > of 0, once that's done getting the sample correlation to equal .2 is
> > relatively straightforward.
>
> Okay, so now you go from talking about random variables to samples.
> Different animal. You simply need to take your first vector of
> observations, and create a vector orthogonal to it. Simple geometry.
>
> > If you use the rand() function in excel
> > and create two random variables you quickly see what I'm talking
> > about.
>
> Since I never use the rand() function in Excel (and in fact, never use
> Excel for anything statistical), I do not "quickly see what you are
> talking about". Perhaps you could explain what you are talking about
> here without referring to Excel.
>
> --
> Paige Miller
> paige\dot\miller \at\ kodak\dot\com

Paige,

It's just the difference between a population statistic and a sample
statistic.  Use any statistical package and create two random
variables with n observations.  When you measure the correlation over
the sample it won't be 0.  As n increases the correlation will get
closer and closer to 0.  The distribution of sample correlations
should have a mean of 0 but any one of them will be different.