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st: RE: Covariance matrix of independent variables
> -----Original Message-----
> From: Hoetker, Glenn [mailto:email@example.com]
> Sent: Monday, November 18, 2002 11:17 AM
> To: firstname.lastname@example.org
> Subject: st: Covariance matrix of independent variables
> I need to place the covariance matrix of my RHS variables
> into a matrix
> for further manipulation.
> In the entry for correlate (page 318 of REF[A]), I find how to put the
> correlation matrix into a variable, but not the covariance matrix.
> Since I have only 3 variable, I could do so mechanically by
> populating a
> matrix with the results of corr,cov manually, but I'm wondering how to
> do it for a larger set of RHS variables.
> Many thanks for any hints. I've looked through the help and manuals
> repeatedly, but I still feel like I'm missing something obvious.
Check out -matrix accum- and, if you need the result in variables,
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