| To: | s-news@lists.biostat.wustl.edu |
|---|---|
| Subject: | obtaining design matrix from correlation matrix |
| From: | Martyn Colins <martyncollins10@yahoo.com> |
| Date: | Tue, 22 Aug 2006 09:08:15 -0700 (PDT) |
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Dear all, I would like to know how to calculate in S+, how to obtain a solution for the design matrix of my data given I have a symmetric correlation matrix C. Is it true that if I have a symmetric correlation matrix C - that the design matrix (which is upper triangular is: C= t(X) %*%X ? Best, Martyn
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