This thread is about the add-in JennrichCorr. This add-in carries out Jennrich's (1970) test for equality of correlation matrices. The user inputs a group object which is tested against an already opened group object. To carry out this test from the command line, type "group1.JennrichCorr group2" placing in the group names of interest. The output is a table with the test statistic, p-value and degrees of freedom.
Please let me know if there are any questions.
- Angela Vossmeyer
For questions about EViews Add-ins available from the EViews Add-ins webpage. Note each add-in available on our webpage will have its own individual thread.
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