In SPSS, how do I generate a covariance matrix as a data set?
In SPSS, use the CORRELATION and the
MCONVERT commands to create a covariance matrix.
The CORRELATION command generates a correlation matrix.
The MCONVERT command converts the correlation matrix to a
covariance matrix.
Suppose you have three variables (e.g., age,
response, and time) from which you wish to
create a covariance matrix and save it as a data set. The command
would be:
The covariance matrix created will include the number of observations,
standard deviations, means, and variable names. The data set
covariance.sav will be saved in the c:\temp
folder.
For more about statistical and mathematical software, email the UITS Stat/Math Center, visit the center's web page, or phone 812-855-4724 (IUB) or 317-278-4740 (IUPUI). The center is located in Bloomington at 410 N. Park Avenue, and is open for consultation by appointment Monday-Friday 9am-5pm.
Last modified on January 24, 2011.







