Graphing MLR Predictions with Scatter of Data.

[Davis Kasper]

I want to be able to graph my multiple linear regression predictions on the same graph as the scatter plot of the data set.
The closest I have found is
twoway (scatter Y X) (lfit Y X)
which only allows an approximation of SLR.

Is there any way to do this without spending 20 minutes copy-pasting matrices into excel?

[Nick Cox]

You can plot the observed response versus the predicted response, say

sysuse auto, clear
regress weight length displacement 
predict predicted 
scatter weight predicted

You could also

scatter weight predicted length 
scatter weight predicted displacement

-- although I am not sure that such graphs would be more helpful.

Otherwise, sorry: I can't imagine what graph you are seeking. Why would copying matrices to Excel help? What graph is it that Excel could produce here?

[William Lisowski]

So this is the general principle for overlaying a scatter plot with a line plot - which lfit provides.

sysuse auto, clear
regress weight length 
predict predicted 
sort length
scatter weight length || line predicted length

If you indeed have more than one independent variable you are going to have to do something different, because this doesn't really work well.

sysuse auto, clear
regress weight length displacement
predict predicted 
sort length
scatter weight length || line predicted length

So as Nick asks, what is it you hope to see?