Correlation matrix is not positive definite and singular?
Hello,I am trying to do a factor analysis (PCA) on a large data set. It has 181 columns and 163 rows, values are between -6 and 8. I have started the factor analysis and the eigenvalues and scree plot looks good.Below all the factors it says: "Warning: the Correlation matrix is not positive definite". Can someone help me understand what it means?I try to perform the analysis using Maximum Likeliho...