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4 weeks ago

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!

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Posted in reply to kaodubela

4 weeks ago

How did you calculate the correlation matrix? I would recommend doing it in SAS so your full process is reproducible.

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Posted in reply to Reeza

4 weeks ago

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

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Posted in reply to kaodubela

4 weeks ago

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

Paige Miller

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Posted in reply to PaigeMiller

4 weeks ago

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

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Posted in reply to kaodubela

4 weeks ago

@Rick_SAShad a blog post about this: https://blogs.sas.com/content/iml/2012/11/28/computing-the-nearest-correlation-matrix.html

--------------

blog: papersandprograms.com

blog: papersandprograms.com

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Posted in reply to kaodubela

4 weeks ago

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.