In a covariance matrix,the diagonal ____.
A)always contains values of 1.0
B)portrays the relationship between each pair of variables
C)is treated as a fixed variable and input into the model
D)represents the variance in each individual variable

Question

Quizplus · Accepted Answer

The diagonal in a covariance matrix represents the variance in each individual variable. It does not always contain values of 1.0 and is not treated as a fixed variable. The covariance between each pair of variables is represented off the diagonal.

In a Covariance Matrix,the Diagonal ____