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  • Covariance Matrix for Single Variable Over Time

    Hi - apologies in advance for a noob question.

    I have a dataset with repeated measures of an outcome variable by subjects across time. Number of observations varies by subject.

    What I want to do is understand how the variance/covariance of the outcome measure changes over time. Ideal output is a covariance matrix like the following:
    Time 1 Time 2 Time 3
    Time 1 var(outcome if time==1)
    Time 2 cov(outcome if time==1, outcome if time==2) var(outcome if time==2)
    Time 3 cov(outcome if time==1, outcome if time==3) cov(outcome if time==2, outcome if time==3) var(outcome if time==3)
    Thanks in advance.
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