covariance matrix

  1. U

    creating a covariance matrix

    Hi I have an array of 6 elements . Each element receives the data with different value at same time. I have to make a co variance matrix of the data at some specified time "t" I think it should be a 6x6 matrix But I am confused that how the data will be added to rows and columns. Best Regards...
  2. K

    Measure of overlap between two sets of ratings (Mahalanobis?)

    Hi all, I would like to compute a measure of overlap between two sets of ratings made by the same individual. To illustrate, let’s assume the following: A sample of individuals (N = 20) are asked to rate their own personality on nine different dimensions (e.g., emotional stability...
  3. purifyz

    covariance matrix vs correlation matrix

    Dear all, I am now studying PCA/FA and stumbled upon following problem: if variables are measured on different scales it's reasonably obvious that we should use correlation matrix. But, when one should use covariance matrix if variables have the same scale? Jolliffe wrote that there might be...
  4. I

    Discriminant Analysis Within-Group versus Separate-Group Covariance Matrices Predict

    Hi, I'm hoping someone can help. I have ran a discriminant analysis along with the prediciton rates for the 5 groups in my study. I am wondering the reason why I get different prediction rates when using within-group versus separate group covariance matrices even though my coefficients are...
  5. amsavage

    AMOS: covariance matrix only input based on ordered catagorical data - possible?

    Hello, I am attempting to use AMOS to run a number of structural equation models. Several of my manifest variables are ordered categorical, a few (intended to be exogenous) are even binary. Unfortunately I only have access to secondary summary data (i.e. a covariance matrix with means and...
  6. K

    Updating covariance matrix when more info becomes available.

    Say, I have a solution to a 3D problem in the form of a a triple (x0,y0,z0) with uncertainty specified by an error covariance matrix S. Using these one can calculate and plot say the 1 sigma ellipsoid around this solution. Now suppose someone tells me that my solution "z=z0" is in fact...
  7. S

    A particular type of random coefficient regression

    Hi all, I have the model of type Y_i=Beta_0_i+Beta_1_i*X1_i+...+Beta_k_i*X_k_i, for i=1:n There is no error term in this model, but for each person the betas are from a multivariate distribution. I am ultimately interested in estimating the vector of mean for betas. If we rearrange...
  8. E

    Covariance matrix singularity

    Hello, Could anyone explain, why the matrix of covariance becomes singular when the the number of parameters P is less then the number of samples N? Thank you in advance, Elena
  9. D

    multilevel R: how to set covariance between slope and intercepts at zero.

    Hi, i know how to do this in Mlwin, but not in R. i want to reach the most parimonious multilevel model, so i want to check if the covariance between slopes and intercepts is statisticaly significant. To do this i want to define the covariance at zero, and then compare the -2logLikelihood of...
  10. G

    Calculating Covariance Matrix (Regression Analysis)

    Im having difficulty in trying to compute the Covariance Matrix. I think Im missing out an equation to be honest. Here's what I've been given in the question: Model: Y = theta_0 + X*theta_1 + (X^2)*theta_2 + epsilon Design: Y | 4, 3, 2, 3, 8 X |-2,-1,0, 1, 2 Now the question asks to...