I'm not previously familiar with common method bias, but some quick reading about it shows that there are multiple techniques for assessing it. The simplest appears to be Harman's single factor "test" (not actually a null hypothesis test), which is just exploratory factor analysis in which you determine if a single factor can account for more than 50% of the variance in your observed variables.
You can do Harman's test easily with Analyze > Multivariate Methods > Factor Analysis. See the documentation for the Factor Analysis platform for general instructions. Specifically for this analysis, you'll want to set the number of factors extracted to 1, then run the model and look at the Variance Explained by Each Factor section. If the Percent value is greater than 50, then according to this method, you have evidence of common method bias.
However, my quick reading suggests that many researchers consider Harman's method to be inferior to methods based on confirmatory factor analysis, which is available in JMP Pro 18's Structural Equation Modeling platform if you want to go that route instead. This example in the documentation demonstrates how to set up a CFA model in the SEM platform.
Ross Metusalem
JMP Academic Ambassador