How serious are negative eigenvalues?
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