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

Posted by mzalikhan on Jun 23, 2011; 9:46am
URL: http://spssx-discussion.165.s1.nabble.com/PCA-R-Matrix-Determinant-0-and-not-positive-Definite-tp4512844p4516900.html

Thanks Art.

Yes i had some variables that were highly correlated (>0.9) with one another. Excluding those variables solves the ""not positive Definite" issue. However still the R-matrix determinant is very low (E-10). In the literature i have read that it should not be less than 0.00001.

Is it necessary that the significance level (1-tailed) should be greater than 0.001 for R matrix?

I am doing PCA followed by a 2 step clustering analysis on met data to find out synoptic met patterns. My number of variables is around 30 (which perhaps i have to reduce to around 18), number of observations is 1330 but the results show VALID N= 890.

What would be the effect if i replace the missing values by means rather than excluding cases list wise?

Any idea what should i be looking for in the results for accuracy?
I would also be thankful if you can guide me after i get PCA results and go for clustering.

Peace.