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Re: st: pooled sample covariance matrix

From   Joseph Coveney <>
To   Statalist <>
Subject   Re: st: pooled sample covariance matrix
Date   Fri, 21 Jul 2006 13:39:21 +0900

Raphael Fraser wrote:

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?

[dataset redacted]


-rename- your dependent variable so that they are repeated
measurements, -reshape- them long, and perform a repeated-measures ANOVA
using -anova , repeated()-.

The pooled covariance matrix will be returned in -e(Srep)-.

If you run into difficulties, then I can privately send you a worked example
using Fisher's iris dataset that matches the pooled covariance matrix shown
in , but the dataset is
too big to be posting the illustrative worked example to Statalist.


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