Hi everyone,
How can I capture the covariance matrix of a set of variables?
If I do
corr varlist, cov
I get returned scalars of the variance and covariance of the first
two variables. I though I should be able to get the whole matrix.
Am I missing something?
I suppose I can compute the covariance of each pair of variables and
deposit the results into a matrix, but I thought that I wouldn't need
to do that.
Thanks if anyone can help.
--David
