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Re: st: polychoric matrix not positive definite


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: polychoric matrix not positive definite
Date   Sat, 1 Dec 2012 15:39:48 +0000

Please use full real names in posting to Statalist.

Please explain where user-written programs you refer to come from.

These are explicit requests in the FAQ that you were asked to read
before posting.

-polychoric- is from http://web.missouri.edu/~kolenikovs/stata

Stas Kolenikov is the author and fully capable of speaking for himself, but

1. -polychoric- offers no such option that I can see.

2. This kind of problem may well indicate that your data are
unsuitable for the purpose, so trying to force the issue may not be
kind either to your data or to your project.

Nick

On Sat, Dec 1, 2012 at 2:39 PM, Tilahun <cherkos.z@gmail.com> wrote:

> while attempting to perform factor analysis on ordered varaiable (with
> three categories), I had to compute polychoric correlation but stata
> returned the matrix is 'not positive definitive'. When computing
> tetrachoric correlation on binary data, and option  - , posdef - fixes the
> problem and let the correlation computed. Is there any similar option that
> I can use. Please advise.
>
> The syntax are:
>
> The option - posdef - below fixes the problem matrix 'not positive
> definitive'
>
> tetrachoric var1-var24, posdef
> matrix rho = r(Rho)
> factormat rho, pcf n(244)
>
> But the syntax below returns matrix 'not positive definitive' and the
> option - posdef- is not allowed here
>
> polychoric var1-var24
> matrix r=r(R)
> factormat r, pcf n(244)
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