Added-variable plots with confidence intervals

• Autores: John Luke Gallup
• Localización: The Stata journal, ISSN 1536-867X, Vol. 19, Nº. 3, 2019, págs. 598-614
• Idioma: inglés
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• Resumen

  • 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.