Sampling distribution of the correlation between 2 variables

 

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*(Q) I would like to resample a bivariate population 1000 times, and for
 each resample I would calculate the correlation between two variables. 
 I could then plot the sampling distribution.

* (A) Posted to SPSSX_L list on 2001/11/16 by Jelani Mandara.

DEFINE !sdist (samples=!TOKENS(1) /size=!TOKENS(1) /mean=!TOKENS(1)
 /sd=!TOKENS(1)).

INPUT PROGRAM.
LOOP id = 1 TO !samples* !size.
END CASE.
END LOOP.
END FILE.
END INPUT PROGRAM.

RANK
  VARIABLES = id
  /NTILES(!size)
  /PRINT = NO
  /TIES = MEAN .

SORT CASES BY nid .
SPLIT FILE
  LAYERED BY nid .

COMPUTE X = RV.NORMAL(!mean,!sd) .
COMPUTE Y = RV.NORMAL(!mean,!sd) .

DESCRIPTIVES
  VARIABLES=x y  /SAVE
  /STATISTICS=MEAN.

COMPUTE ZxZy = zx * zy .
SPLIT FILE OFF.

AGGREGATE
  /OUTFILE='C:\\samplingdistribution.SAV'
  /BREAK=nid
  /zxzy = SUM(zxzy)
  /N_BREAK=N.

GET
  FILE='C:\\samplingdistribution.SAV'.

COMPUTE corr = zxzy / n_break .
FREQUENCIES
  VARIABLES=corr  /FORMAT=NOTABLE
  /STATISTICS=STDDEV VARIANCE MINIMUM MAXIMUM SEMEAN MEAN MEDIAN
  /HISTOGRAM  NORMAL
  /ORDER  ANALYSIS .
!ENDDEFINE.

!sdist samples=100 size=100 mean =100 sd =15.
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