* Grafiken zur Regressionsdiagnose

version 6.0
set textsize 100

use data1b, clear
gen ost = state>=11 & state<=16
gen eigent = renttype == 1

* Median Trace
graph flatsize hhinc, connect(m) bands(20) symbol(.) saving(diag1, replace)

*Scatterplot-Matrix
graph flatsize hhinc hhsize, matrix connect(m) bands(10) s(i) /*
*/ saving(diag2, replace)

* Partial Residual Plot
reg flatsize hhinc hhsize ost eigent
cprplot hhsize, c(m) ba(20) saving(diag3, replace)

*Formen der Nichtlinearität
preserve
clear
set obs 100

* Graphiken für einige nichtlineare Zusammenhänge
clear
set obs 100
gen x  = _n
gen y1 = x^3
gen y2 = ln(x)
gen y3 = (-50) * x + .5 * x^2

local if "if x == 1 | x == 25 | x == 50 | x == 75 | x==100"
gen y1l = y1 `if'
lab var y1l "Hyperbolisch"
gen y2l = y2 `if'
lab var y2l "Logarithmisch"
gen y3l = y3 `if'
lab var y3l "U-foermig"

local opt "bor xlab s(iiiOTS) c(lll...)"
graph y1 y2 y3 y1l y2l y3l x, `opt'  rescale saving(diag4, replace) pen(234234)
restore

* Scatterplot-Matrix zur Outlier--Entdeckung
* do groutlr

*DFbeta
reg flatsize hhinc hhsize ost eigent
dfbeta
graph DF*, oneway box saving(diag6, replace)
avplots, saving(diag7, replace)
avplot hhinc, s([persnr]) saving(diag8, replace)

reg flatsize hhsize ost eigent
predict ey, resid
reg hhinc hhsize ost eigent
predict ex, resid
gen absDF = abs(DFhhein)
reg ey ex
predict yh1
graph ey yh1 ex [w = absDF], bor c(.l) s(Oi) saving(diag9, replace) b1t(e_hhein) /*
*/ l2t("e_wohngr") sort

reg flatsize hhinc hhsize ost eigent
predict cooksd, cooksd
local max = 4/e(N)
gen index = _n
graph cooksd  index, border yline(`max') symbol(.) ylog saving(diag10, replace)

symplot hhinc, saving(diag11, replace)

reg flatsize hhinc hhsize ost eigent
predict yhat
predict rstud, rstud
graph rstud yhat, s(.) ba(20) c(m) bor saving(diag12, replace)
gen arstud =  abs(rstud)
graph arstud yhat, s(.) ba(20) c(m) bor saving(diag13, replace)

local groups = round(e(N)/100,1)
pctile quant = yhat, n(`groups')
xtile groups = yhat, c(quant)
graph rstud, box by(groups) saving(diag14, replace)


gphpen -dmeps -n -r52 -t111 diag1
gphpen -dmeps -n -r52 -t111 diag2
gphpen -dmeps -n -r52 -t111 diag3
gphpen -dmeps -n -r52 -t111 diag4
gphpen -dmeps -n -r52 -t111 diag5
gphpen -dmeps -n -r52 -t111 diag6
gphpen -dmeps -n -r52 -t111 diag7
gphpen -dmeps -n -r52 -t111 diag8
gphpen -dmeps -n -r52 -t111 diag9
gphpen -dmeps -n -r52 -t111 diag10
gphpen -dmeps -n -r52 -t111 diag10
gphpen -dmeps -n -r52 -t111 diag11
gphpen -dmeps -n -r52 -t111 diag12
gphpen -dmeps -n -r52 -t111 diag13
gphpen -dmeps -n -r52 -t111 diag14