Simulated response

zzzc

New Member
#1
Hi,

I have a bunch of simulated predictors and the assumed coefficients that I'm going to use. Now I need to simulate the response
Y = b0 + b1*x1 + b2*x2 +...+ error

I also have the sigma for error term that I'm going to use, which is 0.2

Do I simulate the error term by using N(0, 0.2) and then plug the numbers into the previous equation to get Y?

Thanks!
 
Last edited:

Dragan

Super Moderator
#2
Hi,

I have a bunch of simulated predictors and the assumed coefficients that I'm going to use. Now I need to simulate the response
Y = b0 + b1*x1 + b2*x2 +...+ error

I also have the sigma for error term that I'm going to use, which is 0.2

Do I simulate the error term by using N(0, 0.2) and then plug the numbers into the previous equation to get Y?

Thanks!
Yes, if you're assuming that the error term is normally distributed, then create Y by summing the right-hand side: b0 + b1*x1 + ... + error where error~N(0, 0.2).