Re: Correlation matrix is not positive definite

Posted by David Marso on Nov 28, 2011; 2:08pm
URL: http://spssx-discussion.165.s1.nabble.com/Correlation-matrix-is-not-positive-definite-tp4999980p5028960.html

"that is why the correlation matrix is not positive definite. "
NO NO NO!!!!!!
It is NPD because you have FEWER CASES THAN VARIABLES!!!!!!!!

viswa21 wrote

Hi Art,
             The data was obtained using fluoro-spectrometer.

Our research purpose is to distinguish different bacteria from their fluorescence emission spectra. The emission spectrum is continuous from 260-430nm with 1nm increment. independent variable is wavelength and dependent variable is intensity of emitted light from bacteria.

So there might be many variables whose values are similar with each other, that is why the correlation matrix is not positive definite.

Now my question is how to choose important variable?? in other words which variables should i leave in data matrix, so that data matrix be reduced (with less no. of variables) and becomes positive definite and it lets us to carry out PCA which makes sense??

Please suggest me further... i need resolve this issue ASAP.
Thanks
Regards
Visu