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struct covariance question
From: |
Jason Stover |
Subject: |
struct covariance question |
Date: |
Tue, 15 Feb 2011 21:35:57 -0500 |
User-agent: |
Mutt/1.5.18 (2008-05-17) |
To compute type 3 sums of squares, I need a submatrix
of the covariance matrix, in which certain variables are
dropped. Right now, I have this syntax:
data list list / v0 to v2.
begin data
3.2 1 1
3.1 1 1
3.3 1 2
3.4 1 2
3.2 1 3
3.3 1 3
3.3 1 4
3.2 1 4
2.8 2 1
2.9 2 1
3.3 2 2
3.0 2 2
3.1 2 3
3.2 2 3
3.2 2 4
3.1 2 4
end data
GLM v0 by v1 v2
/INTERCEPT = include.
This creates a 5-by-5 covariance matrix, since v1 and v2 are
categorical. After running reg_sweep, I need to drop the rows and
columns for v1 and re-run reg_sweep, then drop the rows and columns
for v2 and re-run reg_sweep. I could do this by figuring out which
columns these happen to be, but it seems there ought to be a place to
do so in covariance.c. Does covariance.c have such a function? I
didn't see such a function there.
The function I'm looking for would just tell me, say, which columns (or
rows) correspond to v1, and which to v2.
-Jason
- struct covariance question,
Jason Stover <=