XTAVPLOT: Stata module to produce added-variable plots for panel data estimation

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

Statistical Software Components from Boston College Department of Economics

Abstract: xtavplot creates an added-variable plot (a.k.a. partial-regression leverage plot, partial regression plot, or adjusted partial residual plot) after xtreg, fe (fixed-effects estimation), xtreg, re (random-effects estimation) or xtreg, be (between-effects estimation). xtavplot cannot be used after xtreg, mle or xtreg, pa. indepvar is an independent (x) variable (a.k.a. predictor, carrier, or covariate) that may or may not be included in the preceding estimation. xtavplot shows the partial correlation between one indepvar and the depvar from a multivariate panel regression. Besides showing the relationship between the indepvar and the depvar controlling for the other regressors, xtavplot is useful for visually identifying which outlier observations have a big effect on the estimated coefficient. After fixed-effects estimation, the plotted e(x|X) values are the residuals from the regression of x on the other X variables in the original regression, and the plotted e(y|X) values are the residuals from the regression of y on the other X variables.

Language: Stata
Requires: Stata version 13
Keywords: graphics; added-variable plot; leverage plot; panel data (search for similar items in EconPapers)
Date: 2019-04-28, Revised 2020-02-02
Note: This module should be installed from within Stata by typing "ssc install xtavplot". 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/x/xtavplot.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtavplot.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtavplots.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtavplots.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/t/test_xtavplot.do sample do file (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtavplot_sj.pdf documentation (application/pdf)

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