Previous Page  Next Page 
Multivariate Analyses

Covariance Matrix

The Covariance Matrix (COV) table, as shown in Figure 40.13, contains the estimated variances and covariances of the variables, with their associated degrees of freedom. The variance measures the spread of the distribution around the mean, and the covariance measures the tendency of two variables to linearly increase or decrease together

Previous Page  Next Page  Top of Page

Copyright © 2007 by SAS Institute Inc., Cary, NC, USA. All rights reserved.