Re: COvaraince not Positive definite for CFA

Posted by Art Kendall on May 30, 2012; 11:25am
URL: http://spssx-discussion.165.s1.nabble.com/COvaraince-not-Positive-definite-for-CFA-tp5713427p5713430.html

I did not see the original message but have you checked out the archive of this list for discussion of ordinary exploratory factor analysis?
Some variable is highly predictable from some other variable(s). Common reasons for this are
-- a variable name is actually included twice.  Did an item accidentally get included in the scoring key for more than 1 scale and you cut-and-pasted those list from other syntax?
-- some pair of items have (close to) a perfect correlation.
-- some item has a very high squared multiple correlation with other items.
-- more items than cases [but you do not have this unless there is an extreme missing data situation.]

After  eyeballing the variable list for more than one occurrence of a variable name, a quick and dirty way to double check is to paste your variable list from the factor analysis into RELIABILITY. first make the 4 scales and then a scale from all 14 items.
Look at the statistics about the correlations.  Is what is the highest/lowest interitem correlation?
Look  4 scales.
If you still have not found where the redundancy came from look at the corrected item correlations and squared multiple correlations for the 14 item scale.

if you still have not tracked down the redundancy go to the archives and look for the articles that deal with regression diagnostics for multicollinearity.

On 5/30/2012 6:00 AM, David Marso wrote:

So what have you *actually* tried relative to the various solutions.
I doubt that it is possible for anyone to assist you to sort this without
access to the raw data or at least the covariance matrix and the CFA model
description.

cicilia wrote

Hello All

Been through all the msgs for this NPD problem Tried the different
soultions. I have N=200, 14 varaibles for a CFA. They go into 4 LV's.
Everything seems ok but I get NPD msg. Any suggestions?

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