I'm using R's ppcor package and from there spcor function to calculate the pairwise semi-partial (part) correlations. In my data there are 11 variables and 95 observations.
When calculating partial correlations I get a warning that "The inverse of variance-covariance matrix is calculated using Moore-Penrose generalized matrix inverse due to its determinant of zero" and some of the returned estimates are -Inf.
How should (or could) I interpret these values?
If you have zero determinant on your covariance matrix, then I guess your data is unconditionally independent of at least one variable, or a linear combination thereof. The semi-partial correlations over that variable will naturally be zero. So you can probably get away with setting the returned estimates to zero. If you want a more principled approach, do a singular-value decomposition on the covariance matrix to identify that variable and eliminate it from your dataset.
