SPSS® 12.0 Command Syntax Reference

GLM: Overview 649
For univariate and multivariate models, you can specify one, two, or all three of the L, M, and
K matrices. If only one or two types are specified, the unspecified matrices use the defaults
shown in Table 1 (read across the rows).
Table 1 Default matrices for univariate and multivariate models if one matrix is specified
L matrix M matrix K matrix
If LMATRIX is used to specify
the L matrix
Default = intercept matrix †
Default = intercept matrix †
Example
Default = identity matrix *
If MMATRIX is used to specify
the M matrix
Default = identity matrix *
Default = zero matrix
Default = zero matrix
If KMATRIX is used to
specify the K matrix
* The dimension of the identity matrix is the same as the number of dependent variables being studied.
† The intercept matrix is the matrix corresponding to the estimable function for the intercept term in
the model, provided that the intercept term is included in the model. If the intercept term is not included
in the model, the L matrix is not defined and this custom hypothesis test cannot be performed.
GLM Y1 Y2 BY A B
/LMATRIX = A 1 -1
/DESIGN A B.
Assume that factor A has two levels.
• Since there are two dependent variables, this is a multivariate model with two main factor
effects, A and B.
• A custom hypothesis test is requested by the LMATRIX subcommand.
• Since no MMATRIX or KMATRIX is specified. The M matrix is the default two-dimensional
identity matrix, and the K matrix is a zero-row vector (0, 0).