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

Author

Listed:
  • John Luke Gallup

    (Portland State University)

Programming Language

Stata

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.

Suggested Citation

  • John Luke Gallup, 2019. "XTAVPLOT: Stata module to produce added-variable plots for panel data estimation," Statistical Software Components S458638, Boston College Department of Economics, revised 02 Feb 2020.
    • Handle: RePEc:boc:bocode:s458638
    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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtavplot.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtavplot.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtavplots.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtavplots.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/t/test_xtavplot.do
    File Function: sample do file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtavplot_sj.pdf
    File Function: documentation
    Download Restriction: no
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