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.

Submitted to MNRAS. Associated data files will be made available when (and if) the paper is accepted for publication