Hi DavidK,

I think I can help you with part of this, but the other part is a little beyond my knowledge (I'm also not a statistician by training, but I know some other people who frequent this forum certainly are!). To get the orthogonal fit in Fit Y by X, under the Red Triangle menu select "Fit Orthogonal" then "Unequal Variances (Princ Comp). This will give you the major axis of the ellipse, and will include the formula for the line. The calculations for major and minor axis widths seem to be the tricky part. As I understand it, these are based in the space of the first two principle components -- as if you rotated your plot to make the major axis of the ellipse have a slope of 0. The major and minor axis widths will be in part based on the desired coverage (this would be basically a look-up in a distribution table), and the other part would be the scaling (like the components of a regular confidence interval). My first thought would be to use the eigenvalues (the variances of each variable in principle component space) as the scaling, but from playing around with this it's clear that it's not so simple.

Sorry I can't be of direct help on this one! If I come across the full answer I will be sure to post (and I have a hard time letting these things go).

julian