x2是平方的意思，写的不是很好看，不要误会啊，大家帮一忙，是在是不清楚~~

Title

    reganat --   Graphical inspection of linear multivariate models


Syntax

        reganat depvar varlist [if] [in] [, options]

    options               Description
    ------------------------------------------------------------------------------------------------------------------
    Options
      dis(varlist)        graphs only the variables in varlist and omits the rest
      biline              plots a regression line for the bivariate linear model
      biscat              plots a scatterplot for the bivariate linear model
      reg                 displays the results for the estimation of the multivariate model
      nolegend            prevents the legend to be displayed
      nocovlist           prevents the list of covariates to be displayed
      scheme(scheme)      specifies the graphical scheme
    ------------------------------------------------------------------------------------------------------------------
    by is not allowed.


Description

    reganat is a graphical tool for inspecting the effect of a covariate on a dependent variable in the context of
    multivariate OLS estimation.  The name is an acronym for the expression regression anatomy, a result in OLS'
    algebra originally due to Frisch and Waugh (1933) and recently revived by Angrist and Pischke's Mostly Harmless
    Econometrics (2009).  In a bivariate regression model Y = bx1 + g, the graphical inspection of the scatterplot
    provides useful information on the relation between the independent variable x1 and the dependent variable Y, but
    can be highly misleading when the underlying real model is multivariate of the type Y = X'B + e where X' includes
    also x1.  In general, the OLS multivariate estimator is not equivalent to an OLS estimator obtained using a
    separate regression on each independent variable since correlation among independent variables must be accounted
    for.  Angrist and Pischke (2009) show that in a multivariable model, the regression parameter for a given
    regressor is the bivariate slope coefficient for the corresponding regressor after partialling out all other
    covariates.  Accordingly, this command displays a table of scatterplots, with the dependent variable plotted
    against the independent variable net of any linear correlation with the other independent variables.  This
    combined graph can be helpful when inspecting the data for outliers, nonlinearities, and other modelling issues.

Options

        +---------+
    ----+ Options +---------------------------------------------------------------------------------------------------

    dis(varlist) specifies that the sense only the covariates included in varlist will be plotted in the graph.
        Nonetheless, the other variables still work as controls.

    biline specifies that on the graph will also be displayed the fitted regression line for the linear model Y = x1 +
        g, where x1 is the variable of interest.

    biscat specifies that on the graph will also be displayed the scatterplot for (Y,x1), where x1 is the variable of
        interest.

    reg displays the numerical results for the estimation of the multivariate model Y = X'B + e.

    nolegend prevents the legend to be displayed.

    nocovlist prevents the list of covariates to be displayed.

    scheme(graphical scheme) can be used to specify the graphical scheme to be applied to the composite graph. By
        default, the command uses the sj scheme.

Examples

    Setup
        . sysuse auto, clear

    Obtain a combined graph of the effect of several regressors
        . reganat price length weight headroom mpg

    Obtain a combined graph of the effect of a subset of the regressors, along with scatterplots and fitted line for
    the univariate models
        . reganat price length weight headroom mpg, dis(weight length) biline

References

    Angrist, J. and Pischke, J. S. (2009) Mostly Harmless Econometrics. Princeton University Press.

    Frisch, R. and Waugh, F. W. (1933) Partial Time Regression as Compared with Individual Trends. Econometrica 1:
        387-401.

Acknowledgment

    The author wishes to express his deep gratitude to Joshua Angrist for a number of insights and advices which have
        greatly enhanced the scope and the reliability of this command.

Author

    Valerio Filoso, Department of Economics, University of Naples "Federico II", Italy.
    If you observe any problem, please mailto:filoso@unina.it.

含平方项的不好说了