disregard the last four lines of me previous e-mail...
sorries
t
On Tue, Mar 18, 2008 at 7:47 PM, Tom Trikalinos <[email protected]> wrote:
> covariance and correlation matrices cannot be negative definite.
>
> your covariance matrix
>
> .05 .11
> .11 .02
>
> e.g. it has a negative determinant (approx -0.011). Otherwise said,
> one of the eignevalues is negative (-.076), the other is approx
> 0.15...
>
> you cov matrix corresponds to a correlation matrix:
>
> 1.0 3.5
> 3.5 1.0
>
> which is obviously not valid...
>
> t
>
> t
>
> Depending of how this has arisen it may be a mistake, or you may have
> to "bound" the covariance to correspond to a correlation
>
>
>
>
> On Tue, Mar 18, 2008 at 6:04 PM, <[email protected]> wrote:
> > Dear all,
> >
> > Would it be possible to you to explain why I am getting this:
> >
> > mean1 = 0.4+-0.05 (+-variance)
> > mean2 = 0.2+-0.02 (+-variance)
> >
> > covariance = 0.11
> >
> > corr2data cholesterol1 cholesterol2, means(0.4 0.2) cov(0.05, 0.11\ 0.11,
> > 0.02) cstorage(full) n(100)
> >
> > . 0.05, 0.11\ 0.11, 0.02 not positive (semi)definite
> > . r(506);
> >
> >
> >
> > Any idea?
> >
> > thank you!
> >
> > Tiago
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
