Hi all, For computational reasons, I need to estimate an 18x18 polychoric correlation matrix two variables at a time (rather than trying to estimate them all simultaneously using ML). The resulting polychoric correlation matrix I am getting is non-positive definite, which is problematic because I'm using this matrix later on as if it were a legitimately estimated correlation matrix (in order to fit an SEM model). I could add to the diagonal I suppose until it becomes positive definite. Does anyone have any other ideas on how to deal with this problem, and what the strengths and weaknesses of different approaches are?
Thanks in advance, Matt -- Matthew C Keller Asst. Professor of Psychology University of Colorado at Boulder www.matthewckeller.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
