Date: Wed, 29 Sep 2010 12:54:46 -0400
Reply-To: David Marso <david.marso@GMAIL.COM>
Sender: "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From: David Marso <david.marso@GMAIL.COM>
Subject: Re: Determinant of the covariance matrix near to zero
Refer to your initial factor analysis and scrutinize the items looking for
communalities close to 1.0. You will find one or more of them. You will
also find one or more eigenvalues very close to zero, indicative of a
singular matrix.
Example of simulated data with a linear relationship between one and several
other variables.
INPUT PROGRAM.
LOOP #=1 TO 1000.
+ DO REPEAT v=v1 TO v20.
+ COMPUTE v=trunc(uniform(2)).
+ END REPEAT.
+ END CASE.
END LOOP.
END FILE.
END INPUT PROGRAM.
compute badguy=v1 + v2 + (v4 +v5)/5 + v6/2.
FACTOR
/VARIABLES v1 v2 v3 v4 v5 v6 v7 v8 v9 v10 v11 v12 v13 v14 v15 v16 v17 v18
v19 v20 badguy .
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