Sorry to bother, I want to construct a correlation matrix in multivariate regression (several dependent variables and they are correlated in some ways) like the followings,
1 0.8 0 0 … 0 0 0.8 1 0 0 … 0 0 0 0 1 0.8 … 0 0 0 0 0.8 1 … 0 0 . . . . …. . . . . 0 0 1 0.8 0 0 0.8 1 Does anyone know how to do it? Thanks, Suyan Tian Associate Professor The Jilin University ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.