Concept information
Preferred term
covariance matrix
Definition
- A square matrix formed of the covariances of variables. This is directly comparable to the ∗correlation matrix, since correlations are standardized (expressed in ∗z scores) covariances. [Source: Dictionary of Statistics & Methodology; Covariance Matrix]
Broader concept
Belongs to group
URI
https://concepts.sagepub.com/social-science/concept/covariance_matrix
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