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st: pooled sample covariance matrix


From   "Raphael Fraser" <raphael.fraser@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: pooled sample covariance matrix
Date   Thu, 20 Jul 2006 18:42:02 -0500

I have the following data as shown below and would like to calculate
the pooled sample
 covariance matrix and the corresponding estimated correlation
matrix. In SAS this would be done using PROC DISCRIM. Can any one
help?


    id    mth0    mth3    mth6    mth9   mth12   prgm
     1   289.5   272.4   280.1   298.7   277.6      1
     2   241.9   233.5   232.2   245.4   228.8      1
     3   235.5   219.5   220.3   255.2   238.5      1
     4   255.4   247.2   260.1   263.6     269      2
     5   237.8   215.5     233   247.8     235      2
     6   260.5   235.4   237.1   228.1   256.1      2
     7   246.4   235.5   253.3   263.4   267.3      2
     8   230.1   199.1   207.7   231.3   226.2      3
     9   228.1   197.3   236.8   216.7   240.5      3
    10     253   223.8     250   252.5   246.6      3
    11   264.1   235.7   245.6   236.2   247.7      3

Raphael
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