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In computational anatomy, organ’s shapes are often modeled as deformations of a reference shape, i.e., as elements of a Lie group. To analyze the variability of the human anatomy in this framework, we need to perform statistics on Lie groups. A Lie group is a manifold with a consistent group structure. Statistics on Riemannian manifolds have been well studied, but to use the statistical Riemannian framework on Lie groups, one needs to define a Riemannian metric compatible with the group structure: a bi-invariant metric. However, it is known that Lie groups, which are not a direct product of compact and abelian groups, have no bi-invariant metric. However, what about bi-invariant pseudo-metrics? In other words: could we remove the assumption of the positivity of the metric and obtain consistent statistics on Lie groups through the pseudo-Riemannian framework? Our contribution is two-fold. First, we present an algorithm that constructs bi-invariant pseudo-metrics on a given Lie group, in the case of existence. Then, by running the algorithm on commonly-used Lie groups, we show that most of them do not admit any bi-invariant (pseudo-) metric. We thus conclude that the (pseudo-) Riemannian setting is too limited for the definition of consistent statistics on general Lie groups.