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Biplots, revisited

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  • Ulrich Kohler

    () (WZB, Berlin)

Abstract

Biplots display correlations and differences in means and standard deviations of many variables on one graph, together with the values of the plotted variables and approximations of the Euclidean distance between the observations. Biplots are useful for identifying clusters of observations, guiding interpretation of factor analyses, detecting multivariate outliers and getting an idea about the correlation structure of the data. The talk will demonstrate the merits of biplots and discuss the development of a new version of biplot for Stata 8.2.

Suggested Citation

  • Ulrich Kohler, 2004. "Biplots, revisited," United Kingdom Stata Users' Group Meetings 2004 11, Stata Users Group.
  • Handle: RePEc:boc:usug04:11
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    File URL: http://fmwww.bc.edu/repec/usug2004/biplot.pdf
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    File URL: http://fmwww.bc.edu/repec/usug2004/biplot.do
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    File URL: http://fmwww.bc.edu/repec/usug2004/iris.dta
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    File URL: http://fmwww.bc.edu/repec/usug2004/planets.dta
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    References listed on IDEAS

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    1. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2003. "Instrumental variables and GMM: Estimation and testing," Stata Journal, StataCorp LP, vol. 3(1), pages 1-31, March.
    2. Christopher F. Baum & Vince Wiggins, 2001. "Tests for long memory in a time series," Stata Technical Bulletin, StataCorp LP, vol. 10(57).
    3. Clemente, Jesus & Montanes, Antonio & Reyes, Marcelo, 1998. "Testing for a unit root in variables with a double change in the mean," Economics Letters, Elsevier, vol. 59(2), pages 175-182, May.
    4. Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992. "Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.
    5. Zivot, Eric & Andrews, Donald W K, 2002. "Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 25-44, January.
    6. Christopher F. Baum & Vince Wiggins, 2001. "Utility for time series data," Stata Technical Bulletin, StataCorp LP, vol. 10(57).
    7. Christopher F. Baum, 2001. "Tests for stationarity of a time series," Stata Technical Bulletin, StataCorp LP, vol. 10(57).
    8. Baum, Christopher F., 2004. "A review of Stata 8.1 and its time series capabilities," International Journal of Forecasting, Elsevier, vol. 20(1), pages 151-161.
    9. Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa, 1999. "Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(4), pages 359-376, November.
    10. Perron, Pierre & Vogelsang, Timothy J, 1992. "Nonstationarity and Level Shifts with an Application to Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, pages 301-320.
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