File: MultipleRegression_MatrixCov.mx

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#NGroups 1 
#define latent 0
#define infile 4
#define meas 3
#define m 3
Title Multiple Regression
Data NObservations=100 NInput=infile
CMatrix
    0.808
   -0.110  1.116
    0.089  0.539  0.933
    0.361  0.289  0.312 0.836
Means 2.582 0.054 2.574 4.061
Labels w x y z
Select x y z ;

 Begin Matrices; 
  A Full m m        ! RAM specification matrices
  S Symm m m        ! 
  F Full meas m     ! 
  I Iden m m        ! Identity Matrix
  M Full 1 m        ! Means matrix
 End Matrices; 

 Specify A
  0 0 0 
  1 0 2 
  0 0 0
 Matrix A
  0  0  0
  1  0  1 
  0  0  0 
 Specify S
  3
  0  4
  6  0  5
 Matrix S
  1
  0  1
 .5  0  1
 Matrix F
  1 0 0
  0 1 0
  0 0 1
 Specify M
    7 8 9

 Covariance F & ((I-A)~ & S) ;  ! RAM formula
 Means (I-A)~ * M';             ! Means
 Options Rsiduals
End