This macro regresses each column against the others to get an R^2 value. It then calculates the positive square root of the R^2 values to get p coefficients of multiple correlation, and stores those values in the specified column.
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Suppose your data are in C1-C5, and you want to store the coefficients of multiple correlation in C6. Chooseand type:
%MULTCORR C1-C5; STORE C6.
Click Submit Commands.
Neter, Kutner, Nachtsheim, and Wasserman (1996). Applied Linear Statistical Models, 4th edition. WCB/McGraw-Hill.