Forms the variance-covariance matrix for a list of variates (W. van den Berg).
|Printed output (
WEIGHTS = variate Provides weights for the units of the variates; default
* assumes that they all have weight one
||Saves the variance-covariance matrix|
||Saves the number of degrees of freedom of the (co)variances|
||Variates for which the matrix is to be calculated|
FVCOVARIANCE calculates vcovariance matrices for a set of variates which should be listed by the
DATA parameter. The
WEIGHTS option can provide a variate of weights for the units of the variates; by default these are all assumed to have weight one. The vcovariance matrix can be saved using the
VCOVARIANCES option, and the degrees of freedom can be saved using
Printed output is controlled by the
||prints the variance-covariance matrix,|
||prints the degrees of freedom.|
By default both are printed.
SSPM structure is set up for the
DATA variates, and its values are formed using the
FSSPM directive. The corrected sums of squares and products are divided by the residual degrees of freedom to give the variance covariance matrix.
FVCOVARIANCE takes account of restrictions on any of the variates.
Commands for: Calculations and manipulation.
CAPTION 'FVCOVARIANCE example',\ 'Data from Draper & Smith, 1981, Applied Regression Analysis.';\ STYLE=meta,plain VARIATE [VALUES=129,141,153,166,193,189,175,186,190,187,\ 195,206,198,192,191,200,200] Employees & [VALUES=21,22,22,20,25,23,20,23,20,20,\ 22,19,22,22,21,21,22] Operatingdays & [VALUES=7.107,6.373,6.796,9.208,14.792,\ 14.564,11.964,13.526,12.656,14.119,16.691,\ 14.571,13.619,14.575,14.556,18.573,15.618] Production & [VALUES=58.8,65.2,70.9,77.4,79.3,81,71.9,63.9,54.5,39.5,\ 44.5,43.6,56,64.7,73,78.9,79.4] Temperature & [VALUES=3.067,2.828,2.891,2.994,3.082,\ 3.898,3.502,3.06,3.211,3.286,3.542,\ 3.125,3.022,2.922,3.95,4.488,3.295] Wateruse FVCOVARIANCE Employees,Operatingdays,Production,Temperature,Wateruse