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? Thanks - Ron . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
