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help for covariancemat
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Generate a matrix of covariances

        covariancemat varlist [if exp] [in range] [weight], covarmat(mat)


Description

    covariancemat generates a matrix of the covariances of the variables in
    varlist. The result is a square p-by-p matrix, where p is the number of
    variables in varlist.

    aweights, fweights, pweights, and iweights are allowed; aweight is the
    default. See help weights.

    covariancemat was written for use by mahapick, mahascore, and mahascores,
    but may be of use in other circumstances.


Options

    covarmat(mat) is required; it specifies the name of the matrix to be
    created. If mat already exists as a scalar or matrix, it will be
    overwritten. The row- and column names of mat will be the variable names
    in varlist.


Remarks

    Since the covariances are computed together, they are necessarily
    computed on the set of observations that are nonmissing for all variables
    in varlist.  Thus, the results may differ from pairwise computations of
    covariances, depending on the presence of missing values.  (This
    corresponds to the common option of variancemat of the mahapick package.)

    This partly replicates functionality and borrows some code from corrmat
    by Shannon Driver of Stata Corporation.


Examples

    . covariancemat age income numkids, covarmat(m)

    . covariancemat age income numkids if numkids>0 [aw= wgt1], covarmat(m)


Author
    David Kantor.  Email kantor.d@att.net if you observe any problems.


Also See
    mahapick, mahascore, mahascores, mahascore2, screenmatches, variancemat, 
    stackids.  See mahapick.ado for another example of the use of