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The CALIS Procedure |

**COV***assignment < , assignment ... >***;**

The COV statement tells which covariances are parameters to
estimate and which are fixed.
The COV statement can be used only with the LINEQS statement.
The COV statement differs from the STD statement only
in the meaning of the left-hand-side *variables* list.
You can specify only one COV statement with each LINEQS statement.
The COV statement defines the off-diagonal elements of the central
model matrix . These elements correspond to the covariances
of the exogenous variables and to the error covariances of the
endogenous variables. Elements that are not defined
are assumed to be 0. The *assignment*s in the COV statement
must be separated by commas.

The *variables* list on the left-hand side of the
equal sign should contain only names of variables that do not
appear on the left-hand side of an equation in the LINEQS statement,
that is, exogenous, error, and disturbance variables.

The *pattern-definition* on the right-hand side is similar to
that used in the MATRIX statement. Each list element on the right-hand
side defines the covariance of a pair of variables in the list on the
left-hand side. A name on the right-hand side can be followed by a
number inside parentheses that gives the initial value.
A number on the right-hand side means that
the corresponding covariance of the variable on the left-hand side
is fixed. If the right-hand-side list is longer than the
left-hand-side variable list, the right-hand-side list is
shortened to the length of the variable list. If the
right-hand-side list is shorter than the variable list, the
right-hand-side list is filled with repetitions of
the last item in the list.

You can use one of two alternatives to refer to parts of .The first alternative uses only one variable list and refers to all distinct pairs of variables within the list. The second alternative uses two variable lists separated by an asterisk and refers to all pairs of variables among the two lists.

COV E1-E4 = PHI1-PHI6 ;This is equivalent to the following specification:

COV E2 E1 = PHI1, E3 E1 = PHI2, E3 E2 = PHI3, E4 E1 = PHI4, E4 E2 = PHI5, E4 E3 = PHI6;The symmetric elements are generated automatically. When you use prefix names on the right-hand sides, you do not have to count the exact number of parameters. For example,

COV E1-E4 = PHI: ;generates the same list of parameter names if the prefix PHI is not used in a previous statement.

**Figure 19.4:** Within-List and Between-List Covariances

COV E1 E2 * E3 E4 = PHI1-PHI4 ;

This is equivalent to the following specification:

COV E1 E3 = PHI1, E1 E4 = PHI2, E2 E3 = PHI3, E2 E4 = PHI4;

The symmetric elements are generated automatically.

Using prefix names on the right-hand sides lets you achieve the same purpose without counting the number of parameters. That is,

COV E1 E2 * E3 E4 = PHI: ;

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