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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