Dear All, Reposting as plain text rather than html. I realized that R does not support finding the variance-covariance matrix of a random-vector. It must take two arguments. Numpy's cov doesn't give sensible results. I ask in a bigger context of finding the variance-covariance matrix of the vector of the dependent variables per subject which is the covariance form of the working-correlation matrix in GEE by Liang-Zeger (1986). Knowing it gives me better inference via efficiency improvement.
I have not received a reply on these posts, so I ask. https://stats.stackexchange.com/questions/589022/how-to-find-covy-i-using-software-in-the-context-sum-i-1-mathrmk https://stackoverflow.com/questions/73755242/is-there-a-r-function-or-python-for-finding-the-covariance-matrix-of-a-random-ve Best regards, Kpjm ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
