In sci.stat.edu Ronald Bloom <[EMAIL PROTECTED]> wrote:

: Suppose I have more observations than I have variables.
: E.g. Say 51 variables and 30 observations apiece.

: Is there anything useful I can learn nevertheless from 
: that matrix?  
not much;  you can't even learn much about 10 variables

: E.g.:
: Is there anything to be garnered from a principle components
: decomposition of this covariance matrix in this circumstance?

NO

.
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