Display observed covariance matrix, scaled observed covariance (correlation), or matrix of number of observations.
Syntax
factor_name.observed(options)
Options
scaled | Scale the observed matrix so that it has unit diagonals. |
p | Print the results. |
Examples
factor f1.ml group01
f1.observed
estimates a common factor model for the series in GROUP01, then displays the observed covariance matrix.
f1.observed(scaled, p)
displays and prints the corresponding correlation matrix.
Cross-references