n <- 1000
x1 <- rnorm(n)
x2 <- rnorm(n)
x3 <- rnorm(n)
ksi1 <- 0.6 * x1 + 0.8 * x2 + x3 + rnorm(n, 0, .2)
eta1 <- 0.8 * ksi1 + rnorm(n, 0, .1)
y1 <- eta1 + rnorm(n, 0, .2)
y2 <- .9*eta1 + rnorm(n, 0, .15)
y3 <- 1.1*eta1 + rnorm(n, 0, .25)
data <- data.frame(cbind(x1, x2, x3, y1, y2, y3))
write.csv(data, 'dataset13.csv', row.names=F)
