There are variance-covariance methods that could be used maybe to do what you describe.    From Wordnik.com.  [Whitfield SubCommittee: Witnesses to be questioned « Climate Audit] Reference

The correction for the group clustering effect is to account for it in the specification of the variance-covariance matrix.    From Wordnik.com.  [Lambert on square root cosine latitude « Climate Audit] Reference

In the STATA code I apply a variance-covariance matrix that is specifically derived for handling data sets where some variables are in groups.    From Wordnik.com.  [Lambert on square root cosine latitude « Climate Audit] Reference

However, the way the reduction occurs uses the variance-covariance matrix to select the data series that correlate most closely with the dependent variable temp.    From Wordnik.com.  [Whitfield SubCommittee: Edward Wegman Testimony « Climate Audit] Reference

As a first step, the program draws simulations of the main and ancillary parameters from their asymptotic sampling distribution, in most cases a multivariate normal with mean equal to the vector of parameter estimates and variance equal to the variance-covariance matrix of estimates.4.    From Wordnik.com.  [American Grace] Reference

But the bottom line is: for any method to be right you have to get the variance-covariance matrix right.    From Wordnik.com.  [RealClimate] Reference

For this, we'll only need the (square roots of the) diagonal elements of the variance-covariance matrix of β.    From Wordnik.com.  [Recently Uploaded Slideshows] Reference

Wald tests from a linear regression can be affected by non-normality and lead to inaccurate estimates of the variance-covariance matrix.    From Wordnik.com.  [PLoS ONE Alerts: New Articles] Reference

They then attempt to compensate the probable variation in the parameters for heteroskedasticity of the residuals, by assuming that the variance-covariance matrix of the residuals is diagonal.    From Wordnik.com.  [RealClimate] Reference

Tamino above illustrates a point several of us have been making about reading code in order to "audit science": for any method to be right you have to get the variance-covariance matrix right.    From Wordnik.com.  [RealClimate] Reference

To study the mean voltage differences between conditions, analyses of variance (ANOVA) were computed, using the Greenhouse-Geisser epsilon correction for nonsphericity of the variance-covariance matrix.    From Wordnik.com.  [PLoS ONE Alerts: New Articles] Reference

Our data met assumptions of no outliers, homogeneity within the variance-covariance matrices (values were all within a factor of ten of each other), and the absence of multicollinearity of explanatory variables.    From Wordnik.com.  [PLoS ONE Alerts: New Articles] Reference

The proposed mixture model for functional clustering of gene expression profiles provides a flexible framework for estimating the number of mixing components, the periodic means of each component, and the variance-covariance structures.    From Wordnik.com.  [PLoS ONE Alerts: New Articles] Reference

If you use the White correction to least squares, it's a very restrictive form of GLS which assumes the noise is uncorrelated (although heteroskedastic), so the variance-covariance matrix is not the identity matrix but is still diagonal.    From Wordnik.com.  [RealClimate] Reference

Statistical inference The regression model Estimating the model The OLS estimator Hypothesis testing The variance of the OLS estimator When the assumptions break down Background reading Deriving the variance-covariance matrix of β ˆ Since β = β + (X X) − 1 X ˆ.    From Wordnik.com.  [Recently Uploaded Slideshows] Reference

Statistical inference The regression model Estimating the model The OLS estimator Hypothesis testing The variance of the OLS estimator When the assumptions break down Background reading The variance-covariance matrix of β ˆ We'll generally want to ask questions about single coef fi cients in the model-e. g, is β2 different from zero?.    From Wordnik.com.  [Recently Uploaded Slideshows] Reference

Statistical inference The regression model Estimating the model The OLS estimator Hypothesis testing The variance of the OLS estimator When the assumptions break down Background reading The variance-covariance matrix of β ˆ Each element of the p × 1 vector β is itself a random variable, ˆ with a variance and a covariance with every other element.    From Wordnik.com.  [Recently Uploaded Slideshows] Reference

White’s variance-covariance matrix estimator can still be consistent even if not all variables vary by gridcell.    From Wordnik.com.  [Lambert on square root cosine latitude « Climate Audit] Reference

In my first model I used White’s variance-covariance matrix which is a generalized treatment for heteroskedasticity, including that caused by grouping, though it is not specifically derived for that situation.    From Wordnik.com.  [Lambert on square root cosine latitude « Climate Audit] Reference

Rasmus sent a comment to Climate Research raising the possibility that spatial dependency might affect the variance-covariance matrix and exaggerate the t-stats. “rasmus” doesn’t seem to realise that Rasmus didn’t report any changes.    From Wordnik.com.  [Pelletier [2002] on Temperature Autocorrelation « Climate Audit] Reference

These are given by the elements of the variance-covariance matrix of β (aka the covariance matrix of.    From Wordnik.com.  [Recently Uploaded Slideshows] Reference

2 tests using design-based coefficient variance-covariance matrices.    From Wordnik.com.  [PLoS Medicine: New Articles] Reference

5q0 by sampling from the variance-covariance matrix of the beta coefficients and from the distributions of the residual error terms.    From Wordnik.com.  [PLoS Medicine: New Articles] Reference

45q15 is captured by taking 1,000 simultaneous draws from the variance-covariance matrix of the logistic regression model and then producing 1,000 estimates of.    From Wordnik.com.  [PLoS Medicine: New Articles] Reference