Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Finding the largest positive definite submatrix

From   Joseph Coveney <>
To   Statalist <>
Subject   st: Finding the largest positive definite submatrix
Date   Thu, 08 Jun 2006 00:55:29 +0900

I'm using Stas Kolenikov's -polychoric- on data from a 70-item questionnaire
(102 respondents with complete responses) to obtain the matrix of polychoric
correlation coefficients to feed to Stata's -factormat-.

Alas, -factormat- complains that the correlation matrix is not positive
definite.  I would like to retain a subset of as many of the questionnaire
items as possible in the factor analysis.  What is the best way to return
the largest positive-definite submatrix from the correlation matrix?

Joseph Coveney

*   For searches and help try:

© Copyright 1996–2022 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index