# "Cov" is not positive definite.

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Joined: 12/28/2016 - 15:36
"Cov" is not positive definite.
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Dear Mike and Others,

I am trying to estimate a random effects tssem for my paper.I have read your book and related papers. I am following the wonderful resources provided by you and your team. My goal is to perform some moderator analyses using categorical variables, after I successfully run the tssem model.

I am attaching my data, R script and the structural model. In this data and model, the tssem1 did not execute due to the positive definite problem. So, I followed your suggestions in Cheung and Hafdahl (2016), and hence tried adding the options acov = "weighted" and acov = "unweighted". This helped in successfully running the tssem1 model. But the tssem2 model produced the following error:

Error in wls(Cov = pooledS, asyCov = asyCov, n = tssem1.obj\$total.n, Amatrix = Amatrix, :
"Cov" is not positive definite.

Indeed, the matrix was not positive definte when I inspected. How do I work around this error? How can I find a subset of studies in my dataset that is positive definite (without loosing the data points)? Interestingly, the tssem1 worked when I ran the with the first 40 studies in this dataset (even without the acov option).

I find the multivariate metasem to be fascinating. I want to strengthen my paper with this rigorous approach to metasem. So, any help in solving my issue would be great.

Thanks in advance for your help.
Regards,
Srikanth Parameswaran

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Joined: 10/08/2009 - 22:37
Hi Srikanth,

Hi Srikanth,

There is an error in reading correlation matrix 70. The correlation between x3 and x4 is 48. After correcting it, it works fine with me.

my.df6[[70]]
x1 x2 x3 x4 x5
x1 1.00 0.51 0.68 0.35 NA
x2 0.51 1.00 0.47 0.50 NA
x3 0.68 0.47 1.00 48.00 NA
x4 0.35 0.50 48.00 1.00 NA
x5 NA NA NA NA 1

Regards,
Mike