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Special SAS Data Sets

TYPE=COV Data Sets

A TYPE=COV data set is similar to a TYPE=CORR data set except that it has _TYPE_='COV' observations containing covariances instead of or in addition to _TYPE_='CORR' observations containing correlations. The CALIS and PRINCOMP procedures create a TYPE=COV data set if the COV option is used. You can also create a TYPE=COV data set by using PROC CORR with the COV and NOCORR options and specifying the data set option TYPE=COV in parentheses following the name of the output data set. You can use only the OUTP= or OUT= options to create a TYPE=COV data set with PROC CORR.

Another way to create a TYPE=COV data set is to read a covariance matrix in a data set, in the same manner as shown in Example A.2 for a TYPE=CORR data set.

TYPE=COV data sets are used by the same procedures that use TYPE=CORR data sets.

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