Re: Box's test warning

Posted by David Marso on Jun 13, 2013; 9:35pm
URL: http://spssx-discussion.165.s1.nabble.com/Box-s-test-warning-tp5720700p5720716.html

Actually the culprit appears to be the first variable (I suspect it is an exact sum of the 2nd and 3rd).
Note that the test=v2+v3, brnfart=v1-test .
Clobbering v1 results in PD matrices for the remaining vars.
The negative eigenvalue(s) from my MATRIX code might be simply a side effect of running the code against a matrix which is reported to only 3 sig digits.  Same with the brnfart values not being exactly 0.
Another notable source of NPD matrices is the use of pairwise deletion of missing data.

The Burl wrote

Dang it!

So... based on the hint, throwing out variable 5 (the negative result) would right the ship? Variable 5 being "higher levels"

So my data are generating a negative eigenvalue?? How is that possible!!?? Ahh!