st: RE: panel data analysis - avplots

[Nick Cox <n.j.cox@durham.ac.uk>]

Most such diagnostic plot commands for use after model fitting that are part of official Stata [NB spelling] do indeed presume prior use of -regress- (or -anova-).  

Some less restrictive commands are included in 

SJ-10-1 gr0009_1  . . . .  Software update for model diagnostic graph commands
        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  N. J. Cox
        (help anovaplot, indexplot, modeldiag, ofrtplot, ovfplot,
        qfrplot, racplot, rdplot, regplot, rhetplot, rvfplot2,
        rvlrplot, rvpplot2 if installed)
        Q1/10   SJ 10(1):164
        provides new command rbinplot for plotting means or medians
        of residuals by bins; provides new options for smoothing
        using restricted cubic splines; updates anova examples

SJ-4-4  gr0009  . . . . . . . . . . Speaking Stata: Graphing model diagnostics
        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  N. J. Cox
        (help anovaplot, indexplot, modeldiag, ofrtplot, ovfplot,
        qfrplot, racplot, rdplot, regplot, rhetplot, rvfplot2,
        rvlrplot, rvpplot2 if installed)
        Q4/04   SJ 4(4):449--475
        plotting diagnostic information calculated from residuals
        and fitted values from regression models with continuous
        responses

but that package does not include an added variable plot commmand. 

More positively, the main trick is to look carefully at the -postestimation- help. Very often a diagnostic plot that you want is just a standard -twoway- command applied to some variant of the predictions, residuals, etc. 

Nick 
n.j.cox@durham.ac.uk 

David Tandberg

I am using the xtreg command for analyzing panel data. I want to develop
avplots in order to graphically show the impact of various independent
variables holding the other independent variables constant.

However STATA is returning an error: "last estimates not found". However,
when I drop the xt and only use the reg command it will produce my desired
avplots.

I have searched on-line and cannot find any help. Is there an option for
producing avplots when conducting panel data analysis using the xt command
or some other solution I am not aware of?

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