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st: covariance matrix


From   David Kantor <kantor.d@att.net>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   st: covariance matrix
Date   Mon, 17 Dec 2007 13:41:42 -0500

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

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