Re: [R] PCA with not non-negative definite covariance

From: <bady_at_univ-lyon1.fr>
Date: Tue 25 Jul 2006 - 18:24:27 EST

Hi , hi all,

> 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!).

(4) Maybe you can use the Non-linear Iterative Partial Least Squares (NIPALS) algorithm (intensively used in chemometry). S. Dray proposes a version of this procedure at http://pbil.univ-lyon1.fr/R/additifs.html.

Hope this help :)

Pierre



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