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additio
2006 Jul 25
1
PCA with not non-negative definite covariance
Am I correct to understand from the previous discussions on this topic (a
few years back) that if I have a matrix with missing values my PCA options
seem dismal if:
(1) I don’t want to impute the missing values.
(2) I don’t want to completely remove cases with missing values.
(3) I do cov() with use=”pairwise.complete.obs”, as this produces
negative eigenvalues (which it has in