Dear all R users,
I wanted to calculated a sample Variance covariance matrix of a five-variate
normal distribution. However I stuck to calculate each element of that matrix.
My question is should I calculate ordinary variance and covariances, taking
pairwise variables? or I should take partial covariance between any two
variables, keeping other fixed. In my decent opinion is I should go for the
second option?
Your help will be highly appreciated.
Thanks and regards,
stat
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