How serious are negative eigenvalues?

From: Dieter Menne Date: September 06, 2010 technical Source: mail-archive.com
Dear Nmusers, we have very rich data from MRI concentration measurements, with 11 compartments and multiple compartments observed. The model is fit via SAEM (nburn=2000), and followed by an IMPMAP as in the described in the 7.1.2 manual. OMEGA is band with pair-wise block correlations in the following style: $OMEGA BLOCK(2) .02 ;CL 0.01 0.06 ; VC $OMEGA BLOCK(2) 5.4 ; QMVP 0.001 0.05 ;VMVP $OMEGA BLOCK(2) 0.06 ; QTVP 0.001 0.25 ;VTPV $EST PRINT=1 METHOD=SAEM INTERACTION NBURN=2000 NITER=200 CTYPE=2 NSIG=2 FILE=SAEM.EXT $EST METHOD=IMPMAP EONLY = 1 INTERACTION ISAMPLE=1000 NITER=5 FILE=IMP.EXT $COV PRINT=E UNCONDITIONAL Fits and CWRES diagnostics are perfect, and VPC checks are good. However, we have negative eigenvalues (the following example has been edited by removing digits) ETAPval = 0.2 0.2 0.3 0.04 0.8 0.95 0.003 0.1 0.6 0.4 0.9 0.1 0.5 0.4 0.2 0.8 0.3 0.3 0.4 0.01 0.8 ETAshr% = 13. 0.4 38 20 23 33 46 30 18 41 54 22 2. 26. 49. 12. 0.07 24. 18. 35. 2.5 EPSshr% = 7.5 8.1 Number of Negative Eigenvalues in Matrix= 7 Most negative value= -65339. Most positive value= 88796185.9 Forcing positive definiteness Root mean square deviation of matrix from original= 1.37E-003 My question: can we trust this fit? Dieter Menne Menne Biomed/University Hospital of Zürich
Sep 06, 2010 Dieter Menne How serious are negative eigenvalues?
Sep 06, 2010 Robert Bauer RE: How serious are negative eigenvalues?
Sep 06, 2010 Leonid Gibiansky Re: How serious are negative eigenvalues?
Sep 07, 2010 Nick Holford Re: How serious are negative eigenvalues?
Sep 07, 2010 Dieter Menne RE: How serious are negative eigenvalues?