```help mata mm_variance0()
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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
```