Hoon Yoon - IPT Quant
hyoon at nyptsrv1.etsd.ml.com
Thu Sep 9 15:10:34 CEST 1999
As I understand your Q. You probably have data that is similar to each other
like stock Prices for all RHS variable. In that case the difference between corr
and cov is not significant; however, if your RHS contains totally dissimilar
variables it matters a great deal. If x1 income, x2 job type, x3 Education
level, etc..., then taking cov of these variables would not be desireable and it
should have different result from corr. BTW: Factor Anal is very similar.
Hope this helps, (and right ;)
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