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st: RE: Covariance matrix of independent variables


From   "Nick Winter" <[email protected]>
To   <[email protected]>
Subject   st: RE: Covariance matrix of independent variables
Date   Mon, 18 Nov 2002 11:19:08 -0500

> -----Original Message-----
> From: Hoetker, Glenn [mailto:[email protected]] 
> Sent: Monday, November 18, 2002 11:17 AM
> To: [email protected]
> Subject: st: Covariance matrix of independent variables
> 
> 
> 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

Check out -matrix accum- and, if you need the result in variables,
-svmat-

--Nick Winter
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