Re: PCA: R-Matrix Determinant =0 and "not positive Definite"

Posted by Rich Ulrich on Jun 22, 2011; 7:52pm
URL: http://spssx-discussion.165.s1.nabble.com/PCA-R-Matrix-Determinant-0-and-not-positive-Definite-tp4512844p4515253.html

Art covered the issue of "why".

The PCA will continue as a PCA and should give consistent
results.  If you have fewer cases than variables, you might
try, in addition, a reduced set of variables, in order to see
how much difference it makes -- It is usually desirable,
unless correlations are large (and structure is plain), to have
far more cases than variables.

--
Rich Ulrich