principal components loading graph

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yoniboi
Posts: 16
Joined: Mon Oct 12, 2009 5:26 am

principal components loading graph

Postby yoniboi » Mon Jan 25, 2010 2:00 am

I am trying to recreate the graph that is outputed automatically by the toolbar functions

the orthonormal variable loading plot. I save the eigenvectors as a matrix and then try to plot the first two pc's (columns) but the graphs do not match

I have centered the columns (subtracted the mean from each one) , and have checked that the matrix columns are orthogonal. Then i divided each column by its norm to get to othornormal.

But still have no luck

If you could please tell me what the calculations that were done to get to the orthonomal centered variable loading plot it would help me a lot

thank you

yoniboi

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: principal components loading graph

Postby EViews Glenn » Mon Jan 25, 2010 12:04 pm

When you save the matrix of eigenvectors, the columns refer to a particular eigenvector, and the rows refer to the loadings (i.e., first row corresponds to the first loading and the second row corresponds to the second loading, etc.)

The loadings plots of the first and second component draw a line from (0,0) to the pair defined by the specified loadings in each of the eigenvalues of the matrix. In the simplest case of the first two components, each line will be drawn from (0,0) to the pairs defined for the first and second rows of each column of the matrix.

yoniboi
Posts: 16
Joined: Mon Oct 12, 2009 5:26 am

Re: principal components loading graph

Postby yoniboi » Tue Jan 26, 2010 1:23 am

yes, but what is plotted is not just the first two column vectors there is a transformation on them that i cannot reproduce, can you tell me what the transformation on the two vectors are?

thank you

yoniboi

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: principal components loading graph

Postby EViews Glenn » Tue Jan 26, 2010 10:50 am

It's not the first two columns, it's pairs of rows for each column, where the rows refer to the loadings of interest.


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