ACOVSM

Jöreskog's general method for analysis of covariance structures was developed for estimating a model involving structures of a very general form on means, variances, and covariances of multivariate observations. This method achieves a great deal of generality and flexibility, in that it is capable of handling most standard statistical models as well as many nonstandard and complicated ones. This paper describes a computer program for the method. When the variance-covariance matrix of the observed variables is unconstrained, the method may be used to estimate location parameters and to test linear hypotheses about them. For example, the program may be used to handle such standard problems as multivariate regression, ANOVA, and MANOVA. A unique feature of the method is that it can also be used when the variance-covariance matrix is constrained to be of a certain form. Various other models involving correlated errors or errors of measurement can also be handled. An illustration of how input data is set up, and what the printout looks like for two small sets of data, are included.