RE: How serious are negative eigenvalues?

Thanks for your comments, Leonid. To paraphrase your main argument: 7 negative eigenvalues mean 7 values close to zero, so we have a highly over-parameterized system. While I fear it's correct (I could not get untrendy CWRES otherwise), let's take Robert's argument to the extreme: Simplified, from an SAEM fit we have Most negative value= -6. Most positive value= 8879 I used the original number divided by 10000 for easier reading. As Robert argues, the negative value is the result of the statistical approach. So by a quirk of the procedure, the mode of the distribution could be 0.01, 0.1, but also +10. If the latter value were true, we would be close to a reasonably conditioned matrix. Is this argument valid, just in theory? I know it's not valid for my data, because I run several repeats this night and things tend to the worse. Dieter (working together with Andreas Steingötter, Zürich, and Rickmer Braren, Munich)