screeplot.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* 04may2005}{...}
{cmd:help screeplot} {right:dialog:  {bf:{dialog screeplot}}}
{hline}

{title:Title}

{p2colset 5 23 25 2}{...}
{p2col:{hi:[MV] screeplot} {hline 2}}Scree plot of eigenvalues{p_end}
{p2colreset}{...}


{title:Syntax}

{p 8 18 2}{cmd:screeplot} [{it:eigvals}] [{cmd:,} {it:options} ]

{pstd}
{cmd:scree} is a synonym for {cmd:screeplot}.

{synoptset 26 tabbed}{...}
{synopthdr}
{synoptline}
{syntab:Main}
{synopt:{opt n:eigen(#)}}graph only largest {it:#} eigenvalues; default
	all{p_end}
{synopt:{opt me:an}}graph horizontal line at the mean of the eigenvalues{p_end}
{synopt:{opth meanl:opts(cline_options)}}affect rendition of the mean
	line{p_end}
{synopt:{opt ci}}same as {cmd:ci(asymptotic)} (after {helpb pca} only){p_end}
{synopt:{opth "ci(screeplot##ciopts:ci_options)"}}graph confidence intervals 
	(after {helpb pca} only){p_end}

{syntab:Plot}
{synopt:{it:{help cline_options}}}affect rendition of the lines connecting points{p_end}

{syntab:Add plot}
{synopt:{opth "addplot(addplot_option:plot)"}}add other plots to the generated
	graph{p_end}

{syntab:Y-Axis, X-Axis, Title, Caption, Legend, Overall}
{synopt:{it:{help twoway_options}}}any options other than {cmd:by()} documented
	in {bind:{bf:[G]} {it:twoway_options}}{p_end}
{synoptline}

{synopthdr:{marker ciopts}{it:ci_options}}
{synoptline}
{syntab:Main}
{synopt:{opt as:ymptotic}}compute asymptotic CIs; the default{p_end}
{synopt:{opt he:teroskedastic}}compute heteroskedastic bootstrap CIs{p_end}
{synopt:{opt ho:moskedastic}}compute homoskedastic bootstrap CIs{p_end}
{synopt:{opt tab:le}}produce a table of confidence intervals{p_end}
{synopt:{opt l:evel(#)}}set confidence level; default is {cmd:level(95)}{p_end}
{synopt:{opt r:eps(#)}}number of bootstrap simulations; default 200{p_end}
{synopt:{opt seed(#)}}random number {help seed} used for the bootstrap
	simulations{p_end}

{syntab:CI plot}
{synopt:{it:{help area_options}}}affect the rendition of the
	confidence bands{p_end}
{synoptline}
{p2colreset}{...}


{title:Description}

{pstd}
{cmd:screeplot} produces a scree plot of the eigenvalues of a covariance or
correlation matrix.

{pstd}
{cmd:screeplot} automatically obtains the eigenvalues after estimation
commands that have {cmd:eigen} as one of their {cmd:e(properties)} 
and that store the eigenvalues in the matrix {cmd:e(Ev)}.  These commands
include {helpb factor}, {helpb factormat}, {helpb pca}, and {helpb pcamat}.
{cmd:screeplot} also works automatically to plot singular values after
{helpb ca} and {helpb camat}, canonical correlations after {helpb canon}, and
eigenvalues after {helpb manova}, {helpb mds}, {helpb mdsmat}, and
{helpb mdslong}.

{pstd}
{cmd:screeplot} lets you obtain a scree plot in other cases by directly
specifying {it:eigvals}, a vector containing the eigenvalues.


{title:Options}

{dlgtab:Main}

{phang}
{opt neigen(#)}
specifies the number of eigenvalues to plot.  The default is to plot all
eigenvalues.

{phang}
{opt mean}
displays a horizontal line at the mean of the eigenvalues.

{phang}
{opt meanlopts(cline_options)}
provides a way to affect the rendition of the mean reference line, when
it has been added using the {opt mean} option; see {it:{help cline_options}}.

{phang}
{opt ci}, synonym for {cmd:ci(asymptotic)},
displays confidence intervals for the eigenvalues using the {opt asymptotic}
method.

{phang}
{opt ci(ci_options)}
displays confidence intervals for the eigenvalues.  The following methods for 
estimating confidence intervals are available

{phang2}
{cmd:ci(asymptotic)}
specifies the asymptotic distribution of the eigenvalues of a central Wishert
distribution, the distribution of the covariance matrix of a sample from a
multivariate normal distribution.  We remind the user that the asymptotic
theory applied to correlation matrices is not fully correct, likely giving
confidence intervals that are somewhat too narrow.

{phang2}
{cmd:ci(heteroskedastic)}
specifies a parametric bootstrap using the percentile method and assuming the
eigenvalues are from a matrix that is multivariate normal with the same
eigenvalues as observed.

{phang2}
{cmd:ci(homoskedastic)}
specifies a parametric bootstrap using the percentile method and assuming that
the eigenvalues are from a matrix that is multivariate normal with all
eigenvalues equal to the mean of the observed eigenvalues.  For a PCA of a
correlation matrix, this mean is 1.

{pmore}
Note that the confidence intervals are {hi:not} adjusted for "simultaneous
inference" (see {helpb _mtest}).

{pmore}
Additional {opt ci(ci_options)} include

{phang2}
{cmd:ci(table)}
produces a table with the confidence intervals.

{phang2}
{cmd:ci(level(}{it:#}{cmd:))}
specifies the confidence level, as a percentage, for confidence intervals.
The default is {cmd:level(95)} or as set by {cmd:set level}; see
{helpb level:set level}.

{phang2}
{cmd:ci(reps(}{it:#}{cmd:))}
specifies the number of simulations to be performed for estimating the 
confidence intervals.  This option is only valid when {opt heteroskedastic}
or {opt homoskedastic} is specified.  The default is {cmd:reps(200)}.

{phang2}
{cmd:ci(seed(}{it:str}{cmd:))}
sets the random-number seed used for the parametric bootstrap.  Setting the
seed makes sure that results are reproducible.  See {helpb set seed}.  This option
is only valid when {opt heteroskedastic} or {opt homoskedastic} is specified.

{dlgtab:CI plot}

{phang}
{opt ci(area_options)}
affects the rendition of the confidence interval; see {it:{help area_options}}.

{dlgtab:Plot}

{phang}
{it:cline_options} 
affect the rendition of the lines connecting the plotted points; see
{it:{help cline_options}}.

{dlgtab:Add plot}

{phang}
{opt addplot(plot)}
provides a way to add other plots to the generated graph; see
{it:{help addplot_option}}.

{dlgtab:Y-Axis, X-Axis, Title, Caption, Legend, Overall}

{phang}
{it:twoway_options}
are any of the options documented in {it:{help twoway_options}} excluding
{cmd:by()}.  These include options for titling the graph (see
{it:{help title_options}}) and options for saving the graph to disk (see
{it:{help saving_option}}).


{title:Examples}

    {cmd:. factor consumption investment income xprice yprice zprice}
    {cmd:. screeplot}

    {cmd:. pca consumption investment income xprice yprice zprice}
    {cmd:. screeplot, ci(asympt level(90))}
    {cmd:. screeplot, ci(hetero table)}

    {cmd:. screeplot myeigvec, mean}


{title:Also see}

{psee}
Manual:  {hi:[MV] screeplot}
{p_end}

{psee}
Online:
{helpb factor}, {help factor postestimation},
{helpb pca}, {help pca postestimation};{break}
{p_end}