Regression Anatomy, Revealed

Filoso, Valerio (2010): Regression Anatomy, Revealed.

Abstract

This paper presents a command, reganat, which implements graph ically the method of regression anatomy as described by Angrist and Pischke (2009). This tool can help the analyst in the validation of linear models, since it produces a bi-dimensional scatterplot obtained under the control of other covariates.

• Item Type: MPRA Paper
• Language: English
• Keywords: Regression anatomy; Frisch-Waugh-Lovell theorem; Multivariate Regression Models
• Subjects: C - Mathematical and Quantitative Methods > C5 - Econometric Modeling > C51 - Model Construction and Estimation; C - Mathematical and Quantitative Methods > C3 - Multiple or Simultaneous Equation Models ; Multiple Variables; C - Mathematical and Quantitative Methods > C5 - Econometric Modeling > C52 - Model Evaluation, Validation, and Selection

References

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