Data Generation with Requirement

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To generate data for a linear equation with specified R² values for independent variables, the user seeks guidance on achieving defined correlations between the variables and the dependent variable. The proposed method involves creating a linear dataset and adding various disturbances to each independent variable to manipulate their relationships with the dependent variable. However, the challenge remains in controlling the exact R² values for each variable. Suggestions for achieving this include using statistical techniques or simulations to fine-tune the disturbances. The discussion emphasizes the need for a systematic approach to ensure the desired correlation coefficients are met.
awaludin
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Dear All
I need to generate data for my research. Let I have a linear equation with 3 independent variables and 1 dependent variable
a0x0 + a1x1 + a3x3 = y
I want each of my variable(x0, x1, x2) has a defined R2 (r square) with y. Let x0-y = 0.8, x1-y = 0.9, x2-y = 0.85. Any reference how to do this? Thank you.
 
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What are your thoughts on the matter? You need to show that you've attempted the problem first!
 
My first thought was to create a data of a line and add some disturbance on it. Different disturbance, different variable. Let say that the line data + random disturbance = x0, the line data + sine disturbance = x1. I can get a different r square, but I still don't know how to control the value of r square.
 
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