ARCHIVED: In SPSS, how do I generate a covariance matrix as a data set?

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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:

  CORRELATION MATRIX OUT (*)
    /VARIABLES=age response time.

  MCONVERT
    /MATRIX=OUT ('c:\temp\covariance.sav').

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.

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