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;
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)?