cov2beta: Compute all regression coefficients from a covariance matrix

In quantmeth/pathanalysis: Recursive path modelling

Compute all regression coefficients from a covariance matrix

Description

Compute all direct regression coefficients (direct effects), B from a covariance matrix starting from the first variable to the last (order matter).

Usage

cov2beta(S)

Arguments

S	A covariance matrix.

Value

A lower triangular matrix containing all direct effects (regression coefficients)

Examples

S <- matrix(c( 1, .2, .4,
              .2,  1, .3,
              .4, .5,  1), ncol = 3, nrow = 3)
cov2beta(S)

quantmeth/pathanalysis documentation built on Aug. 6, 2023, 8:56 a.m.