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A command that creates a Covariance object from each selected SSCP object.
The relation between the numbers cij in the covariance matrix and the numbers sij in the originating SSCP matrix is:
cij = sij / (numberOfObservations - numberOfConstraints) |
Normally numberOfConstraints will equal 1. However, when the SSCP was the result of summing g SSCP objects, as is, for example, the case when you obtained the total within-groups SSCP from pooling the individual group SSCP's, numberOfConstraints will equal the number of pooled SSCP's, g.
© djmw 20090624