COVARIANCE MATRIX NOT POSITIVE DEFINITE PreviousNext
Mplus Discussion > Growth Modeling of Longitudinal Data >
Message/Author
 Arne Floh posted on Thursday, August 30, 2007 - 11:20 am
Linda & Bengt,

I wanna run a unconditional LGM with 7 data points. The outcome is a cumulative profit variable: y1= profit t1, y2= profit t1 + t2, y3 = profit t1 - t3.

Unfortunately, I got the following error message.

WARNING: THE RESIDUAL COVARIANCE MATRIX (THETA) IS NOT POSITIVE DEFINITE.
THIS COULD INDICATE A NEGATIVE VARIANCE/RESIDUAL VARIANCE FOR AN OBSERVED
VARIABLE, A CORRELATION GREATER OR EQUAL TO ONE BETWEEN TWO OBSERVED
VARIABLES, OR A LINEAR DEPENDENCY AMONG MORE THAN TWO OBSERVED VARIABLES.
CHECK THE RESULTS SECTION FOR MORE INFORMATION.
PROBLEM INVOLVING VARIABLE P2001.

Help appreciated.
 Linda K. Muthen posted on Thursday, August 30, 2007 - 12:17 pm
I would look to see if p2001 has a negative residual variance or one of the other issues outlined in the warning. If you can't figure this out, please send your input, data, output, and license number to support@statmodel.com.
 Luca Mariotti posted on Wednesday, September 05, 2007 - 7:01 am
dear Linda,

Ive just seen this post and I have the same problem. The variable specified in the warning does have a negative residual variance!!! what I should do in this case, or better, is there anything i can do?

thanks a lot in advance

luca
 Linda K. Muthen posted on Tuesday, September 18, 2007 - 5:18 am
This means you need to change your model or if it is very small and not significant, you may want to fix it at zero.
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