The Regression Anatomy (RA) theorem (Angrist and Pischke 2009) is an alternative formulation of the Frisch-Waugh-Lovell (FWL) theorem (Frisch and Waugh 1933; Lovell 1963), a key finding in the algebra of OLS multiple regression models. In this paper, we present a command, reganat, to implement graphically the method of RA. This addition complements the built-in Stata command avplot in the validation of linear models, producing bidimensional scatterplots and regression lines obtained controlling for the other covariates, along with several fine-tuning options. Moreover, the article provides (1) a fully worked-out proof of the RA theorem and (2) an explanation of how the RA and FWL theorems relate to partial and semipartial correlations, whose coefficients are informative when evaluating relevant variables in a linear regression model.

REGANAT: Stata module to perform graphical inspection of linear multivariate models based on regression anatomy / Filoso, Valerio. - (2013).

REGANAT: Stata module to perform graphical inspection of linear multivariate models based on regression anatomy

FILOSO, VALERIO
2013

Abstract

The Regression Anatomy (RA) theorem (Angrist and Pischke 2009) is an alternative formulation of the Frisch-Waugh-Lovell (FWL) theorem (Frisch and Waugh 1933; Lovell 1963), a key finding in the algebra of OLS multiple regression models. In this paper, we present a command, reganat, to implement graphically the method of RA. This addition complements the built-in Stata command avplot in the validation of linear models, producing bidimensional scatterplots and regression lines obtained controlling for the other covariates, along with several fine-tuning options. Moreover, the article provides (1) a fully worked-out proof of the RA theorem and (2) an explanation of how the RA and FWL theorems relate to partial and semipartial correlations, whose coefficients are informative when evaluating relevant variables in a linear regression model.
2013
REGANAT: Stata module to perform graphical inspection of linear multivariate models based on regression anatomy / Filoso, Valerio. - (2013).
File in questo prodotto:
File Dimensione Formato  
Abstract.pdf

accesso aperto

Descrizione: Abstract
Tipologia: Abstract
Licenza: Dominio pubblico
Dimensione 458.2 kB
Formato Adobe PDF
458.2 kB Adobe PDF Visualizza/Apri

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11588/584849
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
social impact