  This paper presents a detailed analysis of uncertainty matrices (i.e.
measurement covariance matrices) associated with multiple complex-valued
microwave scattering S-parameter measurements. The analysis is based on forming
combinations of (2 X 2) sub-matrices from selected elements in the uncertainty
matrix and using these sub-matrices to define uncertainty ellipses in
two-dimensional measurement planes. These uncertainty ellipses can be used to
assess the quality, accuracy and validity of the measurements. A simple example
is given using measurements made on a waveguide mismatched line section at
frequencies from 75 GHz to 110 GHz. The analysis is also useful when multiple
S-parameter measurements are used as input quantities for measurement models
used to determine other measurement quantities (i.e. as output quantities).
