Dear experts,
Helps are badly needed.
I'm trying to generate a panel data with error term from N(0,1) and alpha
from U(0,20).Explanatory variables are from multivariate std normal distn.
Problem arised when I tried to contaminate the data in Y by adding
additional term from N(50,1). I ask the computer to choose 5 random data
from Y by using the command runif(5,1,50) since we have 50 data altogether.
i worry the computer will choose the same data twice. will that happen? i
attach the command for comments. thanks for your help.
-Mag
##########################
N=10;
Ti=5;
K=3;
alpha=matrix(1:N);
beta=matrix(0,nrow=K, ncol=1);
beta=matrix(1:K);
generate.p<-function(N,Ti,K){
X=matrix(,nrow=N*Ti,ncol=K);
Y=matrix(,nrow=N*Ti,ncol=1);
c=1
for (j in 1:N){
X[c:(Ti*j),]<-rmvnorm(Ti,rep(0,K),diag(K));
Y[c:(Ti*j),]<-alpha[j]+X[c:(Ti*j),]%*%beta+matrix(rnorm(Ti,1));
c=1+(Ti*j);
}
data.sim<-cbind(Y,X)
data.sim[runif(5,1,50),1]<-data.sim[runif(5,1,50),1]+rnorm(5, mean=20, sd=1)
data.sim;
}
#####################
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