Covariance Parameters

Figure 1. Estimates of covariance parameters for unstructured covariance model
Estimates of covariance parameters for unstructured covariance model

For the unstructured covariance matrix, this table directly reports the values in the matrix. Thus UN(1,1) is the variance for the error term in time 1, UN(2,2) is the variance for the error term in time 2, and UN(2,1) is the covariance between error terms at the first and second time periods.

Next