Simulate data similar to that used in Aiken and West (1991)

simple_slopes_data.R

# simulate data similar to that used in Aiken & West
# Aiken, L. S. and West, S.G. (1991). Multiple Regression: Testing and Interpreting Interactions. Newbury Park, Calif: Sage Publications.

# The authors do not provide data but give summary stats of data in Table 2.1 (p. 11)
# The only parameter I had to guess at was the residual standard error. I assumed N(0,5)
 
library(MASS)
covar <- 0.42*2.20*0.95 # convert correlation to covariance
set.seed(1)
xz <- mvrnorm(n = 400, mu = c(5, 10), 
              Sigma = matrix(c(0.95^2, covar, covar, 2.20^2), 
                             nrow = 2))
Y <- 90 + -25*xz[,1] + -9*xz[,2] + 2.6*xz[,1]*xz[,2] + rnorm(400, sd = 5)
d <- data.frame(Y, X = xz[,1], Z = xz[,2])
saveRDS(d, file = "simple.rds")