Object Reference : Object View and Procedure Reference : Group
  
 
pcomp
Principal components analysis.
Syntax
group_name.pcomp(options) [indices]
where the elements to display in loadings, scores, and biplot graph form (“out=loadings”, “out=scores” or “out=biplot”) are given by the optional indices, (e.g., “1 2 3” or “2 3”). If indices is not provided, the first two elements will be displayed.
Basic Options
 
out=arg (default=“table”)
Output type: eigenvector/eigenvalue table (“table”), eigenvalues graph (“graph”), loadings graph (“loadings”), scores graph (“scores”), biplot (“biplot”).
eigval=vec_name
Specify name of vector to hold the saved the eigenvalues in workfile.
eigvec=mat_name
Specify name of matrix to hold the save the eigenvectors in workfile.
prompt
Force the dialog to appear from within a program.
p
Print results.
Table and Eigenvalues Plot Options
The number of elements to display in the table and eigenvalue graph form is given by the minimum of the elements specified using the “n=”, “mineigen=” and “cproport=” options.
The default eigenvalue graph shows a scree plot of the ordered eigenvalues. You may use the “scree”, “cproport”, and “diff” option keywords to display any combination of the scree plot, cumulative eigenvalue proportions plot, or eigenvalue difference plot.
 
n=arg (default=all)
Maximum number of components.
mineigen=arg (default=0)
Minimum eigenvalue.
cproport=arg (default=1.0)
Cumulative proportion of eigenvalue total to attain.
scree
Display a scree plot of the eigenvalues (if “output=graph).
diff
Display a graph of the eigenvalue differences (if “output=graph).
cproport
Display a graph of the cumulative proportions (if “output=graph).
Loadings, Scores, Biplot Graph Options
 
scale=arg, (default= “normload”)
Diagonal matrix scaling of the loadings and the scores: normalize loadings (“normload”), normalize scores (“normscores”), symmetric weighting (“symmetric”), user-specified (arg=number).
cpnorm
Compute the normalization for the scores so that cross-products match the target (by default, EViews chooses a normalization scale so that the moments of the scores match the target).
nocenter
Do not center the elements in the graph.
mult=arg (default=”first”)
Multiple graph options: first versus remainder (“first”), pairwise (“pair”), all pairs arrayed in lower triangle (“lt”)
labels=arg (default=“outlier”)
Scores label options: identify outliers only (“outlier”), all points (“all”), none (“none”).
labelprob=arg (default=0.1)
Outlier label probability (if “labels=outlier”).
autoscale=arg (default=1.0)
Rescaling factor for auto-scaling.
userscale=arg
User-specified scaling.
Covariance Options
 
cov=arg (default=“corr”)
Covariance calculation method: ordinary (Pearson product moment) covariance (“cov”), ordinary correlation (“corr”), Spearman rank covariance (“rcov”), Spearman rank correlation (“rcorr”), uncentered ordinary correlation (“ucorr”). Note that Kendall’s tau measures are not valid methods.
wgt=name (optional)
Name of series containing weights.
wgtmethod=arg (default = “sstdev”)
Weighting method: frequency (“freq”), inverse of variances (“var”), inverse of standard deviation (“stdev”), scaled inverse of variances (“svar”), scaled inverse of standard deviations (“sstdev”).
Only applicable for ordinary (Pearson) calculations where “weights=” is specified. Weights for rank correlation and Kendall’s tau calculations are always frequency weights.
pairwise
Compute using pairwise deletion of observations with missing cases (pairwise samples).
partial=arg
Compute partial covariances conditioning on the list of series specified in arg.
df
Compute covariances with a degree-of-freedom correction accounting for the mean (for centered specifications) and any partial conditioning variables.
The default behavior in these cases is to perform no adjustment (e.g. – compute sample covariance dividing by rather than ).
Examples
group g1 x1 x2 x3 x4
freeze(tab1) g1.pcomp(eigval=v1, eigvec=m1)
The first line creates a group named g1 containing the four series x1, x2, x3, x4. The second line produces a view of the basic results for the principal components. The output view is stored in a table named tab1, the eigenvalues in a vector named v1, and the eigenvectors in a matrix named m1.
g1.pcomp(out=graph)
g1.pcomp(out=graph, scree, cproport)
displays a screen plot of the eigenvalues, and a graph containing both a screen plot and a plot of the cumulative eigenvalue proportions.
g1.pcomp(out=loading)
displays a loadings plot, and
g1.pcomp(out=biplot, scale=symmetric, mult=lt) 1 2 3
displays a symmetric biplot for all three pairwise comparisons.
Cross-references
See “Principal Components” for further discussion. To save principal components scores in series in the workfile, see Group::makepcomp.