Fit plots based on multivariable linear regression

[Johannes Mischlinger]

Dear community,

I would like to create a two-way plot of two continuous variables. STATA's fit plots offer an intuitive way to facilitate visualisation of a univariable linear regression.
I was wondering whether this option exists also for multivariable linear regression, or otherwise how to best solve this.

So far, I have tried to run my weighted multivariable linear regression equations and create linear predictions for subsequent utilization in STATA's twoway command:

regress dep_var indep_var conf1 conf2 conf3 [aweight=indep_var]
predict dep_var_prediction

scatter dep_var indep_var || dep_var_prediction indep_var, sort

This approach yields a wiggly line if plotted against the independent variable (Screenshot 1). This is in contrast to the straight line that is plotted if linear predictions are made based on the crude linear regression model (Screenshot 2) i.e. ...

regress dep_var indep_var[aweight=indep_var]
predict dep_var_prediction_crude

Is it possible to produce a plot with a straight line based on the multivariable regression equation? I am certain that the solution might probably be very obvious, yet I have been unable to see it. Many thanks for any advice in advance.

Best wishes,
Hannes

[Nick Cox]

No; what you are asking for is to collapse a hyperplane in 5-dimensional space so that it reduces to a line. Some other possibilities are a plot of observed versus fitted or of residual versus fitted., or added variable plots.

[FernandoRios]

Hi Johnanes,
there is an alternative, which isnt exactly the idea of plotting actual vs a single explanatory variable, but its something that is in spirit the same.
You can check an explanation of the strategy (and some caveats) here :https://youtu.be/fg9T2gPZCIs?t=1250

sysuse auto , clear
reg price mpg trunk weight length
reg price trunk weight length
predict double price_res, res

reg mpg trunk weight length
predict double mpg_res, res

reg price_res mpg_res
predict price_hat
two scatter price_res mpg_res || line price_hat mpg_res, sort
scatter price mpg