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PCA in SAS - Ellipse axes

问题描述:

I want to draw major and minor axes of a prediction ellipse in SAS Enterprise Guide. I use, for example, this procedure to generate a scatter plot and ellipse:

proc sgplot data=pca.scatter1(where=(x1<=200));

title "Scatter Plot for original variables X1 and X2";

scatter y=X2 x=X1;

ellipse y=X2 x=X1;

run;

but how can I add the axes of the ellipse to this plot (or in "PCA language" - how can I draw the axes defined by two principal components on this plot)?

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