

Failing to perform a simple simulation 

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Jon Heron posted on Friday, October 23, 2015  4:59 am



Hi Bengt/Linda I am struggling with the most basic of problems. As a runup to a more complex example I want to simulate a simple XY relationship where X is standardized and Y is a 2class mixture. The goal is to examine the impact of ignoring the mixture when regressing Y on X, and then ultimately turn Y latent (so this links to my earlier SPFA query). I have no problem simulating Y  for example, the classes may be one unit apart with a standardized distribution for Y within each class  however the introduction of X renders these quantities conditional. As I see it, I now have the situation where both intercept and residual variance within each class are THE SAME since I do not want C to moderate my XY relationship. How might I regain control of Y in it's unconditional state? Any thoughts? I'm thinking that making X binary and doing a multigroup may be the simplest way out of this. many thanks, Jon 

Jon Heron posted on Friday, October 23, 2015  5:21 am



As usual, getting the question on paper gets you halfway to a solution. I need to go back to Linear Regression 1.01 for this one I think + fix my withinclass intercepts to functions of my withinclass mean(Y), mean(X) and the population gradient b 


If you want Y to be a mixture and still a function of X, I guess you have to let at least the intercepts differ across classes. 

Jon Heron posted on Monday, October 26, 2015  2:29 am



that's what I thought this venture achieved nothing, other than wasting a friday afternoon :\ 

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