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.
