[R] Simulation

Jacob van Wyk jlvw at rau.ac.za
Tue Mar 18 06:37:49 CET 2003


Hallo all users of R.
I wish to simulate a simple linear regression, y=a+bx+e, (n=40, say),
where x is
N(0,1) and where
e is N(0,1), with probability 0.9, and
e is 3*(chisq(40,1)-1), say, with probability 0.1.
For e: would the following work, or is there a better way?

p <- rbinom(40,1,0.9)
e <- rnorm(40,0,1)*p + 3*(rchisq(40,1)-1)*(1-p)

Thanks for your time.
Regards
Jacob



Jacob L van Wyk
Department of Mathematics and Statistics
Rand Afrikaans University
P O Box 524
Auckland Park 2006
South Africa
Tel: +27-11-489-3080
Fax: +27-11-489-2832


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