A covariance matrix for 4 variables measured on 684 female students.
X
anxiety state
Y
anger state
Z
anxiety trait
U
anger trait
Details
Trait variables are viewed as stable personality characteristics, and
state variables denote behaviour in specific situations.
See Cox and Wermuth (1996).
References
Cox, D. R. and Wermuth, N. (1996). Multivariate
dependencies. London: Chapman and Hall.
Cox, D.R. and Wermuth, N. (1990). An approximation to maximum likelihood
estimates in reduced models. 77(4), 747-761.