{smcl}
{* 18dec2008}{...}
{hline}
help for {hi:eofplot}
{hline}
{title:Plot coefficients or loadings after principal component or factor analysis}
{p 8 17 2}
{cmd:eofplot}
[,
{c -(}
{cmdab:c:omponents(}{it:numlist}{cmd:)}
{c |}
{cmdab:f:actors(}{it:numlist}{cmd:)}
{c )-}
{cmdab:n:umber}
{cmdab:norot:ated}
{it:twoway_connect_options}
]
{title:Description}
{p 4 4 2}
{cmd:eofplot} plots coefficients or loadings of principal components or
factors after {help pca} or {help factor} in sequence in relation to all
the variables used in the analysis. It is thus a profile or parallel
coordinates plot of the matrix e(L) (or e(r_L) when that exists).
{p 4 4 2}
{cmd:eofplot} will by default plot rotated loadings when they can be
found. That default can be overridden.
{title:Remarks}
{p 4 4 2}
There appears to be no standard name for this plot. The name
{help loadingplot} is already taken by Stata for a different though
related plot. The name {cmd:eofplot}, although arbitrary, will at least
suggest to some users the name empirical orthogonal functions (EOFs)
widely used in meteorology and oceanography within one flavour of
principal component analysis (PCA).
{p 4 4 2}
This plot is most natural and helpful when variables can be placed in a
sequence (e.g. in terms of time or space) or grouped in terms of
meaning. Conversely, the order of variables on the {it:x} axis is
exactly that of the variables fed to the earlier {cmd:pca} or
{cmd:factor} command, so that on occasion reissuing the original command
with variables in a different order may allow a tidier plot to be
produced afterwards.
{p 4 4 2}
Use of this graph within the literature appears intriguingly capricious.
Thus, of the leading monographs on principal component analysis, Jackson
(1991) includes no examples, but Jolliffe (2002) includes several.
Ramsey and Schafer (2002, pp.519{c -}521) give a very nice example,
which was the original stimulus for this program. See also literature on
PCA applications in meteorology and oceanography such as von Storch and
Zwiers (1999) or Wilks (2006).
{title:Options}
{p 4 8 2}
{cmd:components()} specifies which components are to be plotted. By
default, all components are plotted. That may lead to an untidy graph.
Thus a {help numlist} may be specified with this option to select
particular components to be plotted. For example, {cmd:components(1/3)}
selects the first three components.
{p 4 8 2}
{cmd:factors()} specifies which factors are to be plotted. By
default, all factors are plotted. That may lead to an untidy graph.
Thus a {help numlist} may be specified with this option to select particular
factors to be plotted. For example, {cmd:factors(1/3)} selects the first
three factors.
{p 8 8 2}
Note: Both options are given as a convenience. It is expected that users
of {cmd:pca} will find the {cmd:components()} option naturally named, as
will users of {cmd:factor} with the {cmd:factor()} option. However,
there is no obligation to use the "correct" terminology.
{p 4 8 2}
{cmd:number} specifies that the various components or factors are to be
distinguished on the plot by marker labels with the appropriate numbers.
Thus components or factors 1, 2 and 3 would be distinguished by text
with those numerals. This option carries with it the other options
{cmd:ms(i ..) mlabpos(0 ..) legend(off)}, but those options may in turn
be overridden. Although not the default, this option is recommended
for a graph that is most nearly clean and self-explanatory. See also
{help marker label options}.
{p 4 8 2}
{cmd:norotated} uses unrotated results, even when rotated results are
available. The default is to use rotated results if they are available.
{cmd:norotated} is ignored if rotated results are not available.
{p 4 8 2}
{it:twoway_connect_options} are options of {help twoway connect}. The
defaults include (given the number of variables included in the
principal component analysis or factor analysis {it:#variables})
{cmd:ytitle("loadings") xtitle(" ") xla(1/}{it:#variables}{cmd:, valuelabels) clw(thin ..)}.
If rotated loadings are shown, a {cmd:note()} indicates
the rotation used. See {help title options}. Note that the {it:x} axis
runs from 1 to {it:#variables}.
{title:Examples}
{p 4 8 2}{cmd:. sysuse auto, clear}{p_end}
{p 4 8 2}{cmd:. pca headroom trunk weight length displacement}{p_end}
{p 4 8 2}{cmd:. eofplot}{p_end}
{p 4 8 2}{cmd:. eofplot, number}{p_end}
{p 4 8 2}{cmd:. eofplot, number xsc(r(0.8 5.2))}{p_end}
{p 4 8 2}{cmd:. eofplot, number xsc(r(0.8 5.2)) mlabsize(*1.4 ..)}{p_end}
{p 4 8 2}{cmd:. eofplot, number xsc(r(0.8 5.2)) mlabsize(*1.4 ..) xla(, grid)}
{title:Author}
{p 4 4 2}Nicholas J. Cox, Durham University{break}
n.j.cox@durham.ac.uk
{title:References}
{p 4 8 2}
Jackson, J.E.
1991.
{it:A User's Guide to Principal Components.}
New York: John Wiley.
[reissued 2003 with some errata]
{p 4 8 2}
Jolliffe, I.T.
2002.
{it:Principal Component Analysis.}
New York: Springer.
{p 4 8 2}
Ramsey, F.L. and Schafer, D.W.
2002.
{it:The Statistical Sleuth: A Course in Methods of Data Analysis.}
Pacific Grove, CA: Duxbury.
{p 4 8 2}
von Storch, H. and Zwiers, F.W.
1999.
{it:Statistical Analysis in Climate Research.}
Cambridge: Cambridge University Press.
{p 4 8 2}
Wilks, D.S.
2006.
{it:Statistical Methods in the Atmospheric Sciences.}
Burlington, MA: Academic Press.
{title:Also see}
{p 4 13 2}On-line:
help for {help twoway connected},
help for {help factor},
help for {help factor postestimation},
help for {help pca},
help for {help pca postestimation},
help for {help parplot} (if installed)