I have a sample dataset of six variables each with 20 data points. Each data point is a measurement on one of the 20 subjects at one of the six points in time.
I generated a simple MANOVA report in JMP and was curious about how the partial covariance matrix was generated.
Digging through the literature I have found resources that explain how to generate these entries, but I have yet to be able to match JMP's output.
It seems like a fairly standard method, but I can't figure it out.
Here is the unbiased covariance matrix of the data:
Here is the partial covariance matrix of the data from JMP:
Does anyone know how JMP is generating their partial covariance matrix? Thank you
Raw Data:
April-AM April-PM May-AM May-PM June-AM June-PM
278 280 204 208 171 175
278 281 195 199 185 189
276 280 213 219 179 181
276 281 201 211 183 188
279 285 188 192 170 174
266 270 220 224 180 184
280 284 228 232 200 204
284 288 233 237 175 179
273 277 215 219 202 207
281 285 237 241 199 205
278 282 273 277 281 285
273 277 274 278 280 282
282 285 276 281 279 282
274 277 285 289 274 278
277 281 279 284 284 285
279 283 278 284 268 272
277 279 291 291 280 285
275 279 280 283 281 283
276 282 277 282 274 279
282 286 281 285 282 285