BookmarkSubscribeRSS Feed
kaodubela
Calcite | Level 5

Hey!

 

I want to do a path analysis with proc CALIS but I keep getting an error that my correlation matrix is not positive definite. 

 

Is there a way to make the matrix positive definite? Its a 43 x 43 lower diagonal matrix I generated from Excel. I don't want to go about removing the variables one by one because there are many of them, and that will take much time too.

 

Thanks!

 

 

6 REPLIES 6
Reeza
Super User
How did you calculate the correlation matrix? I would recommend doing it in SAS so your full process is reproducible.
kaodubela
Calcite | Level 5

Thanks. I'll get the Corr matrix with SAS for a start.

PaigeMiller
Diamond | Level 26

A correlation matrix can fail "positive definite" if it has some variables (or linear combinations of variables) with a perfect +1 or -1 correlation with another variable (or another linear combination of variables).

 

In that case, you would want to identify these perfect correlations and remove at least one variable from the analysis, as it is not needed.

--
Paige Miller
kaodubela
Calcite | Level 5

Thanks. I'll check the matrix for such variables. 

Rick_SAS
SAS Super FREQ

What does "Lower diagonal" mean?  A correlation matrix must be symmetric. If you don't have symmetry, you don't have a valid correlation matrix, so don't worry about positive definite until you've addressed the symmetry issue.

sas-innovate-2024.png

Join us for SAS Innovate April 16-19 at the Aria in Las Vegas. Bring the team and save big with our group pricing for a limited time only.

Pre-conference courses and tutorials are filling up fast and are always a sellout. Register today to reserve your seat.

 

Register now!

How to Concatenate Values

Learn how use the CAT functions in SAS to join values from multiple variables into a single value.

Find more tutorials on the SAS Users YouTube channel.

Click image to register for webinarClick image to register for webinar

Classroom Training Available!

Select SAS Training centers are offering in-person courses. View upcoming courses for:

View all other training opportunities.

Discussion stats
  • 6 replies
  • 2336 views
  • 1 like
  • 5 in conversation