n <- 2500
peou = rnorm(n, 0, 1)
peou1 <- peou * 1.1 + rnorm(n, 0, 0.15)
peou2 <- peou * 0.9 + rnorm(n, 0, 0.15)
pu <- rnorm(n, 0, 1)
pu1 <- pu * 0.9 + rnorm(n, 0, 0.15)
pu2 <- pu * 1.1 + rnorm(n, 0, 0.15)
iu <- .5 * pu + .5 * peou + 1/3 * pu * peou + rnorm(n, 0, 0.05)
iu1 <- iu * 1.0 + rnorm(n, 0, 0.15)
iu2 <- iu * 1.1 + rnorm(n, 0, 0.15)
data19 <- data.frame(cbind(peou1, peou2, pu1, pu2, iu1, iu2))
names(data19)=c('peou1', 'peou2', 'pu1', 'pu2', 'iu1', 'iu2')
write.csv(data19, 'dataset19.csv', row.names=F)
