Ronald Bloom wrote: > Suppose I have more observations than I have variables. > E.g. Say 51 variables and 30 observations apiece. > > The data matrix is shall we say "wide" (columns correspond > to variables). > > The resulting sample covariance matrix on the covariance among > variables is necessarily rank deficient. > > Is there anything useful I can learn nevertheless from > that matrix? > > E.g.: > Is there anything to be garnered from a principle components > decomposition of this covariance matrix in this circumstance?
Yes. Go for it. -- Paige Miller [EMAIL PROTECTED] http://www.kodak.com "It's nothing until I call it!" -- Bill Klem, NL Umpire "When you get the choice to sit it out or dance, I hope you dance" -- Lee Ann Womack . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
