Added-variable plots with confidence intervals

John Luke Gallup ()
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John Luke Gallup: Portland State University

Stata Journal, 2019, vol. 19, issue 3, 598-614

Abstract: An added-variable plot is an effective way to show the correlation between an independent variable and a dependent variable conditional on other independent variables. For multivariate estimation, a simple scatterplot showing x versus y is not adequate to show the partial correlation of x with y, because it ignores the impact of the other covariates. Added-variable plots are especially effective for showing the correlation of a dummy x variable with y because the dummy variable conditional on other covariates becomes a continuous variable, making the relationship easier to visualize. Added-variable plots are also useful for spotting influential outliers in the data that affect the estimated regression parameters. Stata provides added-variable plots after ordinary least-squares regressions with the avplot command. I present a new command, avciplot, that adds a confidence interval and other options to the avplot command.

Keywords: avciplot; avciplots; avplot; added-variable plot; confidence in- terval; partial-regression leverage plot; postestimation diagnostics (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1177/1536867X19874236

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