Documentation page for corrmat macro for Minitab

The macro is an addition to existing Minitab commands for multiple linear regression. In the Storage subwindow of the main Regression window, tick X'X inverse. This will generate a matrix among the outputs from the regression analysis. If this matrix is in M1, invoke the macro to compute another matrix M2 = estimated correlation matrix among parameter estimates. In addition, this estimated correlation matrix is printed in the session window.

Required input:
• X'X inverse matrix in M1

Output:
• correlation matrix in M2

Used data (existing data will be erased):
• column C100
• matrices M2 and M3

Henrik Stryhn, AVC, January 2002.