Hello, I created 3 variables x1,x2,x3 with variance =9 from a simulate of 1000 copies. Now I want to: 1. Confirm that the empirical variances of (x1+x2) is consistent with Var x1 +x2 =Var (x1) +Var (x2) + 2Cov (x1, x2) 2. Confirm that the empirical covariance of (x1+x2) and (x1 + x3) is consistent with Cov (x1 +x2, x1 +x3 ) = Cov (x1, x1) +Cov (x1, x3) +Cov (x2, x1) +Cov (x2,x3). It seems I can use PROC GLIMMIX but am not sure how to use the procedure. How do I achieve this in sas. Thanks
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