Augmented Product Moment Matrix

For a set of p variables, this is a (p + 1) X (p + 1) square matrix. The first p rows and columns contain the matrix of moments about zero, while the last row and column contain the sample means for the p variables. The matrix is therefore of the form:

where M is a matrix with element

and is a vector with the means of the variables (see Structural Equation Modeling ).