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.
Glenn
Glenn Hoetker
Assistant Professor of Strategy
College of Commerce & Business Administration
University of Illinois at Urbana-Champaign
(217) 265-4081
[email protected]
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