AVCIPLOT: Stata module to produce added-variable plot with confidence intervals

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

Statistical Software Components from Boston College Department of Economics

Abstract: avciplot creates an added-variable plot (a.k.a. partial-regression leverage plot, partial regression plot, or adjusted partial residual plot) after regress. It differs from avplot by adding confidence intervals around the regression line and various options. indepvar is an independent (x) variable (a.k.a. predictor, carrier, or covariate) that may or may not be included in the preceding regression. The user would choose an indepvar not already in the regression to evaluate whether it is worthwhile to include it. avciplot shows the partial correlation between one indepvar and the depvar controlling for all the other regressors in an multiple linear regression. Besides showing the relationship between the indepvar and the depvar controlling for the other regressors, avciplot is useful for visually identifying which outlier observations have a big effect on the estimated coefficient.

Language: Stata
Requires: Stata version 11
Keywords: graphics; added-variable plot; leverage plot (search for similar items in EconPapers)
Date: 2019-04-28
Note: This module should be installed from within Stata by typing "ssc install avciplot". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/a/avciplot.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/a/avciplot.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/a/avciplots.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/a/avciplots.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/t/test_avciplot.do sample do file (text/plain)
http://fmwww.bc.edu/repec/bocode/a/avciplot_sj.pdf documentation (application/pdf)

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