Re: Fixed elements within a block covariance matrix

From: qi - liuqi@ufl.edu Subject: Re: [NMusers] Fixed elements within a block covariance matrix Date: 1/14/2004 10:09 AM Dear all, Here is a simple example: Suppose X and Y are independent standard normal variable n(0,1), let U=X+Y. It could be shown that U is correlated with both X and Y. Another example: Suppose X and Y are independent standard normal variable n(0,1), let U=X+Y and V=X-Y. t could be shown that U and V are independent, but both U and V are correlated with X. Use X, Y and U in the first case, or use U, V and X in the second case to construct the variance-covariance matrix, you will get the mentioned interesting matrix. You can do a simple simulation to see the relationship between the variables (it can be done easily in R or Splus). Hope this helps. Qi Liu PO BOX 100494 Department of Pharmaceutics College of Pharmacy University of Florida Gainesville, FL32610 Tel: (352)8463257