November 4th, 2009, 06:19 AM
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 sum of squares and covariance matrix
Q) The following 3 by 2 matrix contains data on two continuous variables for three individuals: X = 3 4 5 9 2 5 Define and calculate the sum of squares and cross products matrix, and calculate the associated covariance matrix.
My A)
the sum of squares and cross products is given by X(transpose)*X which gives me
25 51 26
51 106 55
26 55 29
how can we get the covariance matrix from this new matrix as the question is only worth 3 marks and im guessing we have to use this new matrix?
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