
A command that creates a Covariance object from each selected SSCP object.
The relation between the numbers c_{ij} in the covariance matrix and the numbers s_{ij} in the originating SSCP matrix is:
c_{ij} = s_{ij} / (numberOfObservations  numberOfConstraints) 
Normally numberOfConstraints will equal 1. However, when the SSCP was the result of summing g SSCP objects, as is, for example, the case when you obtained the total withingroups SSCP from pooling the individual group SSCP's, numberOfConstraints will equal the number of pooled SSCP's, g.
© djmw, June 24, 2009