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help for pwcov
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Generate pairwise covariances

        pwcov varlist [if exp] [in range] [weight] [, print save ]


Description

    pwcov computes the pairwise covariances between a number of variables,
    using the available observations on each pair of variables to generate
    the sample covariances. fweights and pweights are allowed.


Options

    print indicates that the matrix of covariances be printed.

    save indicates that four new variables should be created:  pw_t, pw_tk,
        pw_cov and pw_N. The first two variables give the row and column
        indices of the covariance, provided in the third variable, while pw_N
        provides the number of observations used to compute that covariance.
        These variables are added to the current data set, and must not
        already exist.


Examples

    . webuse grunfeld
 
    . reshape wide invest mvalue kstock time , i(year) j(company)

    . pwcov invest1 invest2 invest3 invest4 invest5, print save


Author

    Christopher F. Baum, Boston College
    baum@bc.edu



Acknowledgements     

    The development of this routine was inspired by Peter Gottschalk.


Also see

    On-line: pwcorr