cfbalcazar / fwlgraph

This Stata program allows one to visualize the relationship between a dependent variable and one independent variable of interest, after residualizing.

fwlgraph

This repository contains the command fwlgraph for Stata, which is a simple program that allows one to visualize the relationship between a dependent variable and one independent variable of interest. The approach is motivated by the Frisch-Waugh-Lovell theorem (one of my favorite theorems!). It is quite useful to visualize what the regression with control variables is actually representing, which can help one determine whether a linear or other specification might make sense, as well as visually identifying outliers.

Requirements: reghdfe.

To install the package and update it the following command can be used in Stata:

net install fwlgraph, from (https://raw.githubusercontent.com/cfbalcazar/fwlgraph/main/fwlgraph/) replace force all

Improvements to the code are welcomed.

Keywords: FWL stata ; Firsch-Waugh-Lovell stata

Note: This Stata program builds on a similar program created by Tim Foreman.