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Correlation matrix is not positive definite and singular?


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 Likelihood and Common Factor Analysis with a Varimax rotations method. But I get an error message saying: "Maximum likelihood method requires a nonsingular correlation matrix. Switching to principal components method may fix the problem."


I am only a beginner in JMP but I appreciate any help on this matter.

Thank you!



Re: Correlation matrix is not positive definite and singular?

You mentioned that you are a new JMP user. (Welcome!) You did not say what is your level of knowledge and experience with the PCA methods.


Select Help > Books > Multivariate Methods. Search for "not positive definite." I found this information:


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