File: MultivariateRegression_MatrixCov.mx

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#NGroups 1 
#define latent 0
#define infile 4
#define meas 4
#define m 4
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

 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
  0,1,0,2
  0,0,0,0
  0,3,0,4
  0,0,0,0
 Matrix A
  0,1,0,1
  0,0,0,0
  0,1,0,1
  0,0,0,0
 Specify S
  5
  0,  6
  0,  0, 7
  0, 13, 0, 8
 Matrix S
  1
  0,  1
  0,  0, 1
  0, .5, 0,  1
 Matrix F
  1 0 0 0
  0 1 0 0
  0 0 1 0
  0 0 0 1
 Specify M
    9 10 11 12 

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