Solution ID: 100000190 Product: SPSS Base Title: Creating an ASCII Covariance Matrix Description: Q. I need to create an ASCII data file containing a covariance matrix. How can I do that? A. The following job shows how to create an ASCII file containing a covariance matrix. The first section can be used to generate pseudo- random normal deviates to use as a test data set. ***********************************************************************. *** ASCII COVARIANCE MATRIX FOR READING BY OTHER PROGRAM ********. ***********************************************************************. ********* CREATE 500 dummy cases of 40 variables each. INPUT PROGRAM. VECTOR V(40). LOOP #I=1 to 500. LOOP #I=1 to 40. COMPUTE V(#I)=NORMAL(15). END LOOP. END CASE. END LOOP. END FILE. END INPUT PROGRAM. ***********************************************************************. ********************* YOUR WORK STARTS HERE ***************************. ***********************************************************************. ******************* GENERATE THE CORRELATION MATRIX *******************. CORRELATION /VARIABLES= V1 TO V40 /MATRIX=OUT (*). ********* TRANSFORM CORRELATION MATRIX TO COVARIANCE MATRIX ***********. MCONVERT. ***** EDIT THE MATRIX AND DUMP IT INTO A FILE IN 5F16.8 FORMAT ********. ********* USE AN ALTERNATIVE FORMAT IF YOU SO DESIRE ******. DO IF (ROWTYPE_ = 'COV'). WRITE OUTFILE = 'ASCIICOV.DAT' RECORDS=8 / 1 V1 to V5 (5F16.8) / 2 V6 TO V10 (5F16.8) / 3 V11 to V15 (5F16.8) / 4 V16 TO V20 (5F16.8) / 5 V21 to V25 (5F16.8) / 6 V26 TO V30 (5F16.8) / 7 V31 to V35 (5F16.8) / 8 V36 TO V40 (5F16.8). END IF. EXECUTE. ***** IN MY CASE I HAVE 320 records of five Covariance each ***********. Created on: 10/26/2000