Hi everyone,
I have a dataset with 20 features and 102 observation. When I use Amelia I got this error error: inv_sympd(): matrix appears to be singular. The resulting variance matrix was not invertible. Please check your data for highly collinear variables. Then I used spearman correlation to get rid of highly collinear features:
cor_spear <- rcorr(as.matrix(new_data), type="spearman")
cor<-cor_spear$r
I found the elements that have value >= 0.9 in my cor matrix. I removed corresponding features from dataset. There were some elements with value NA in cor matrix, I don't know what they mean but I removed them as well. Then, I only got 12 features which are correlated less than 0.9. However I still get this error:
The resulting variance matrix was not invertible. Please check your data for highly collinear variables.
How can I correct this error?
Thank you!