Filoso, Valerio (2010): Regression Anatomy, Revealed.
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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 |
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Original Title: | Regression Anatomy, Revealed |
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 |
Item ID: | 23245 |
Depositing User: | Valerio Filoso |
Date Deposited: | 12 Jun 2010 11:11 |
Last Modified: | 28 Sep 2019 14:19 |
References: | Angrist, J. D., and J.-S. Pischke. 2009. Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. Davidson, R., and J. G. MacKinnon. 1993. Estimation and Inference in Econometrics. New York: Oxford University Press. Frisch, R., and F. V. Waugh. 1933. Partial Time Regressions as Compared with Individual Trends. Econometrica 1(4): 387–401. Lovell, M. C. 1963. Seasonal Adjustment of Economic Time Series. Journal of the American Statistical Association 58: 993–1010. Ruud, P. A. 2000. An Introduction to Classical Econometric Theory. New York: Oxford University Press. |
URI: | https://mpra.ub.uni-muenchen.de/id/eprint/23245 |
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Regression Anatomy, Revealed. (deposited 12 Jun 2010 02:58)
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