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Exercise
Design a data set with predefined correlations

The goal of this exercise is to get acquainted with the correlation coefficient. Try to design an artificial data set containing 20 "measurements" on 4 variables (v1..v4). The variables v2 to v4 should be correlated to variable v1, showing the following approximate (+/- 0.1) correlation coefficients ri,j:

r1,2 = 0.0
r1,3 = 0.9
r1,4 = -0.9

Use the for all the work. When ready, you should come up with the following items, as well as answers to the following questions:
 


Last Update: 2006-Jšn-18