SSCP stands for which phrase?

• A. Sum of squares cross-products
• B. Sum of squares cross-products
• C. Sum of squares and cross-products
• D. Sum of cross-products of predictors

Answer: (C)

In multivariate statistics, SSCP stands for sum of squares and cross-products. This name describes the SSCP matrix, which combines the variances of each variable (the sum of squared deviations) with the covariances between pairs of variables (the cross-products of deviations) into one concise matrix. It’s typically computed from centered data as the sum over observations of (x_i − x̄)(x_i − x̄)′. This matrix is fundamental in analyses like MANOVA and canonical correlation, because it contains both how much each variable varies and how variables relate to each other. The other phrasings omit the word “and” or misstate what SSCP represents, so the conventional term is the sum of squares and cross-products.