PCA definately is worth of trying, which was my second thought. But thanks for the help and also on the suggestion.
On 8/10/05, Kjetil Brinchmann Halvorsen <[EMAIL PROTECTED]> wrote: > Weiwei Shi wrote: > > >I think the problem might be caused two variables are very correlated. > >Should I check the cov matrix and try to delete some? > >But i am just not quite sure of your reply. Could you detail it with some > >steps? > > > >thanks, > > > > > Why not do principal component analysis? To identify the zero variance > linear combination(s) look at the nzero eigenvalues. Also, it *might* > make sense > to calculate a " mahalanobis" distance replacing the matrix inverse with a > pseudoinverse. > > Kjetil > > > >weiwei > > > >On 8/8/05, Christian Hennig <[EMAIL PROTECTED]> wrote: > > > > > >>Once I had a situation where the reason was that the variables were > >>scaled to extremely different magnitudes. 1e-25 is a *very* small number > >>but still there is some probability that it may help to look up standard > >>deviations and to multiply the > >>variable with the smallest st.dev. with 1e20 or something. > >> > >>Best, > >>Christian > >> > >>On Mon, 8 Aug 2005, Weiwei Shi wrote: > >> > >> > >> > >>>Hi, > >>>I have a dataset which has around 138 variables and 30,000 cases. I am > >>>trying to calculate a mahalanobis distance matrix for them and my > >>>procedure is like this: > >>> > >>>Suppose my data is stored in mymatrix > >>> > >>> > >>>>S<-cov(mymatrix) # this is fine > >>>>D<-sapply(1:nrow(mymatrix), function(i) mahalanobis(mymatrix, > >>>>mymatrix[i,], S)) > >>>> > >>>> > >>>Error in solve.default(cov, ...) : system is computationally singular: > >>>reciprocal condition number = 1.09501e-25 > >>> > >>>I understand the error message but I don't know how to trace down > >>>which variables caused this so that I can "sacrifice" them if there > >>>are not a lot. Again, not sure if it is due to some variables and not > >>>sure if dropping variables is a good idea either. > >>> > >>>Thanks for help, > >>> > >>>weiwei > >>> > >>> > >>>-- > >>>Weiwei Shi, Ph.D > >>> > >>>"Did you always know?" > >>>"No, I did not. But I believed..." > >>>---Matrix III > >>> > >>>______________________________________________ > >>>R-help@stat.math.ethz.ch mailing list > >>>https://stat.ethz.ch/mailman/listinfo/r-help > >>>PLEASE do read the posting guide! > >>>http://www.R-project.org/posting-guide.html > >>> > >>> > >>> > >>*** NEW ADDRESS! *** > >>Christian Hennig > >>University College London, Department of Statistical Science > >>Gower St., London WC1E 6BT, phone +44 207 679 1698 > >>[EMAIL PROTECTED], www.homepages.ucl.ac.uk/~ucakche > >> > >> > >> > > > > > > > > > > > -- > > Kjetil Halvorsen. > > Peace is the most effective weapon of mass construction. > -- Mahdi Elmandjra > > > > > > -- > Internal Virus Database is out-of-date. > Checked by AVG Anti-Virus. > Version: 7.0.338 / Virus Database: 267.9.7/60 - Release Date: 28/07/2005 > > -- Weiwei Shi, Ph.D "Did you always know?" "No, I did not. But I believed..." ---Matrix III ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html