[R] rbinom

Scott Raynaud scott.raynaud at yahoo.com
Fri Dec 30 16:25:04 CET 2011

This makes sense.  Guess I should have put a pencil to it.

Further investigation revealed that it is indeed a possibility 
that the relation between x and y is nonlinear:


where a, b and c are to be determined.  My question is 
how to code this in my simulated data.  I could do 
something like this after appropriately defining beta.
meanpred and varpred:


but I'd need to square my x[,3] values before multiplying 
them by beta.  Can I say:

x[,3]<-(rnorm(length,meanpred[3],sqrt(varpred[3])))^2 in
lieu of x[,3]<-rnorm(length,meanpred[3],sqrt(varpred[3]))?

----- Original Message -----
From: peter dalgaard <pdalgd at gmail.com>
To: Scott Raynaud <scott.raynaud at yahoo.com>
Cc: "r-help at r-project.org" <r-help at r-project.org>
Sent: Tuesday, December 27, 2011 9:15 AM
Subject: Re: [R] rbinom

On Dec 27, 2011, at 15:47 , Scott Raynaud wrote:

> I have the following code (which I did not write) that generates 
> data based on a logistic model.  I'm only getting a single record 
> with y=1.  It seems implausible that in 50k cases that have a 
> single y=1.  Does that ring alarm bells for anyone else?

Not really. As far as I can tell, "fixpart" is roughly -10.5 (= -1.5 - .25*36), so binomprob is around 2.75e-5, which - nonlinearity notwithstanding - suggests that the expected number of positives out of 50K is something like 1.4.

To do this more precisely, just compute and print sum(binomprob) in the code you gave.

> beta<-c(-1.585600,-0.246900)
> betasize<-length(beta)
> meanpred<-c(0,35.900000)
> varpred<-c(0,1.000000)
> #loop code
> x<-matrix(1,length,betasize) #length set to 50k
> #loop code
>  x[,2]<-rnorm(length,meanpred[2],sqrt(varpred[2])) #length set to 50k
>    fixpart<-x%*%beta
>    binomprob<-exp(fixpart)/(1+exp(fixpart))
>      data$y<-rbinom(n1,1,binomprob)
> #more loop code
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> and provide commented, minimal, self-contained, reproducible code.

Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com

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