Date: Mon, 22 Mar 2010 06:57:42 -0700 Reply-To: "dc353@hotmail.com" Sender: "SAS(r) Discussion" From: "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 wrote: > On Mar 19, 2:05 pm, "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. 

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