help mata mm_variance0()
-------------------------------------------------------------------------------

Title

    mm_variance0() -- Population variance


Syntax

        real matrix    mm_variance0(X, w)

        real matrix    mm_meanvariance0(X, w)


    where

            X:  real matrix X (rows are observations, columns variables)

            w:  real colvector w


Description

    mm_variance0(X, w) returns the population variance matrix of X.
    mm_variance0() differs from official Stata's variance() (see help for
    mean()) in that it divides the deviation cross products by N instead of
    N-1, where N is the number of observations. Essentially,

        mm_variance0(X, w) = variance(X, w) * (N-1)/N

    However, mm_variance0() also produces correct results if N==1.

    mm_meanvariance0(X, w) returns mean(X,w)\mm_variance0(X,w).

    w specifies the weight.  Specify w as 1 to obtain unweighted results.
    Rows of X or w that contain missing values are omitted from the
    calculation, which amounts to casewise deletion.


Remarks

    None.


Conformability

    mm_variance0(X, w),
                X:  n x k
                w:  n x 1 or 1 x 1
           result:  k x k

    mm_meanvariance0(X, w),
                X:  n x k
                w:  n x 1 or 1 x 1
           result:  (k+1) x k


Diagnostics

    The functions omit from the calculation rows that contain missing values
    unless all rows contain missing values.  Then the returned result
    contains all missing values.


Source code

    mm_variance0.mata, mm_meanvariance0.mata

Author

    Ben Jann, ETH Zurich, jann@soz.gess.ethz.ch


Also see

    Online:  help for [M-5] mean(), moremata