[R] PCA with not non-negative definite covariance

From: Quin Wills <quin.wills_at_googlemail.com>
Date: Tue 25 Jul 2006 - 12:34:51 EST

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 my case!).  

This seems like such a shame as I would like to use PCA to plot my clustering results. Any wisdom?  



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Received on Tue Jul 25 12:41:04 2006

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