The small multiple in econometrics – a redesign

Torsten Klein

MPRA Paper from University Library of Munich, Germany

Abstract: This brief note serves as a companion paper to Klein (2014). Small multiples incorporate graphical frameworks such as P value plots with ease, and thus facilitate visualizing quantitative data that record parameter change from simulation experiments. Pitfalls in layout may be avoided when observing elementary design principles. To illustrate their workings the principles revise a small multiple that collects simulation results on the empirical size of procedures testing exogeneity in the bivariate probit model.

Keywords: Monte Carlo; bivariate probit model; exogeneity testing; data visualization (search for similar items in EconPapers)
JEL-codes: C10 C15 C35 C52 Y10 (search for similar items in EconPapers)
Date: 2014-12-11
New Economics Papers: this item is included in nep-ecm and nep-ore
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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