How To Fix RY011 - Test to check whether correlation matrix is positive definite

RY011 - Overview

• Message type: E = Error

• Message class: RY - Messages for RM Basis

• Message number: 011

• Message text: Test to check whether correlation matrix is positive definite

Self-Explanatory Message

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Smart SAP Assistant

• What is the cause and solution for SAP error message RY011 - Test to check whether correlation matrix is positive definite ?

  The SAP error message RY011 indicates that there is an issue with the correlation matrix being used in a statistical analysis or model, specifically that it is not positive definite. This can occur in various contexts, such as when performing regression analysis, factor analysis, or other statistical computations that require a valid correlation matrix.
  
  Cause:
  A correlation matrix is considered positive definite if all its eigenvalues are positive. If the matrix is not positive definite, it can lead to issues such as:
  
  Multicollinearity: High correlation between two or more variables can cause instability in the estimation of coefficients.
  Data Issues: The data may contain errors, outliers, or insufficient variability.
  Insufficient Sample Size: A small sample size can lead to a correlation matrix that is not well-defined.
  Perfect Multicollinearity: If one variable is a perfect linear combination of others, the correlation matrix will not be positive definite.
  
  
  Solution:
  To resolve the RY011 error, consider the following steps:
  
  
  Check Data Quality:
  
  Inspect