Re: Correlation matrix is not positive definite

Posted by David Marso on Nov 17, 2011; 5:26am
URL: http://spssx-discussion.165.s1.nabble.com/Correlation-matrix-is-not-positive-definite-tp4999980p5000100.html

The warning is *CERTAINLY* related to the fact that you have more variables than cases!!!
KMO is NOT defined for singular matrices as it requires the anti-image correlation coefficients which requires the inverse of the correlation matrix (undefined if singular).  These issues are NOT unique to SPSS software.  You may wish to review your factor analysis notes!
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viswa21 wrote

Dear all,
I am new to SPSS software. Trying to obtain principal component analysis using factor analysis. The correlation matrix is giving a warning that it is "not a positive definite and determinant is 0".

Please take a look at the xlsx file. The data is about fluorescence emission spectrum of bacteria. Variables are wavelength of excitation.
<a href="http:// http://ifile.it/9lvg18d/3%20bacteria.xlsx">


The data contains more variables than cases. I don't know whether is this causing the problem. I can not see KMO-Bartletts parameter even though i selected it in descriptive.

Reducing the variables solve this problem?? Any help would be invaluable to me. Thanks a million!!

Visu