  We compute covariance matrices for many observed estimates of the stellar
mass function of galaxies from $z=0$ to $z\approx 4$, and for one estimate of
the projected correlation function of galaxies split by stellar mass at
$z\lesssim 0.5$. All covariance matrices include contributions due to large
scale structure, the preference for galaxies to be found in groups and
clusters, and for shot noise. These covariance matrices are made available for
use in constraining models of galaxy formation and the galaxy-halo connection.
