Which of the following is true of a positive semi-definite variance-covariance matrix
A) All elements of the matrix are positive
B) The determinant of the matrix is positive
C) The matrix has ones on the diagonal
D) The matrix is internally consistent

Question

Quizplus · Accepted Answer

The correlations between many different variables are not internally consistent unless the variance-covariance matrix is positive semi-definite.

Which of the Following Is True of a Positive Semi-Definite