|
|
Error when correlating residuals |
|
Message/Author |
|
|
Hello, I get the following error after I correlate errors of time 4 with time 6 in my LGC model: 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 CC6. The errors are correlated negatively (while the rest are positive) and greater than 1. What could be causing this? Thanks! |
|
|
It sounds like you have a negative residual variance. If you can't see the problem, please send the full output and your license number to support@statmodel.com. |
|
Back to top |
|
|