Added-variable Plots with Confidence Intervals

Authors

John Luke Gallup, Portland State UniversityFollow

Published In

Stata Journal

Document Type

Citation

Publication Date

9-1-2019

Abstract

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.

Description

Copyright © 2019 by StataCorp LLC. All rights reserved

Locate the Document

http://doi.org/10.1177/1536867X19874236

DOI

10.1177/1536867X19874236

Persistent Identifier

https://archives.pdx.edu/ds/psu/30452

Citation Details

Gallup, J. L. (2019). Added-variable plots with confidence intervals. The Stata Journal, 19(3), 598-614.