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

Author

Listed:
  • John Luke Gallup

    (Portland State University)

Programming Language

Stata

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.

Suggested Citation

  • John Luke Gallup, 2019. "AVCIPLOT: Stata module to produce added-variable plot with confidence intervals," Statistical Software Components S458637, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s458637
    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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/a/avciplot.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/a/avciplot.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/a/avciplots.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/a/avciplots.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/t/test_avciplot.do
    File Function: sample do file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/a/avciplot_sj.pdf
    File Function: documentation
    Download Restriction: no
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