In this paper we propose a new regression interpretation of the Cholesky factor of the covariance matrix, as opposed to the well-known regression interpretation of the Cholesky factor of the inverse ...

A symbolic formula is given for the square-root-free Cholesky decomposition of the variance-covariance matrix of the multinomial distribution. The evaluation of the symbolic Cholesky factors requires ...

The COV= option must be specified to compute an approximate covariance matrix for the parameter estimates under asymptotic theory for least-squares, maximum-likelihood, or Bayesian estimation, with or ...