Added-variable plots for panel-data estimation

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

Stata Journal, 2020, vol. 20, issue 1, 30-50

Abstract: In this article, I extend the theory of added-variable plots to three panel-data estimation methods: fixed effects, between effects, and random effects. 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. In a multivariate context, a simple scatterplot showing x versus y is not adequate to show the relationship of x with y, because it ignores the impact of the other covariates. Added-variable plots are also useful for spotting influential outliers in the data that affect the estimated regression parameters. Stata can display added-variable plots with the command avplot, but it can be used only after regress. My new command, xtavplot, is a postestimation command that creates added-variable plots after xtreg estimates. Unlike avplot, xtavplot can display a confidence interval around the fitted regression line.

Keywords: xtavplot; xtavplots; added-variable plot; panel data; postestimation diagnostics; xtreg (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1177/1536867X20909689

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