A Simple Method to Visualize Results in Nonlinear Regression Models

Abstract

A simple graphical approach to presenting results from nonlinear regression models is described. In the face of multiple covariates, 'partial mean' plots may be unattractive. The approach here is portable to a variety of settings and can be tailored to the specific application at hand. A simple four variable nonparametric regression example is provided to illustrate the technique.

Keywords: mean plots, nonlinear, kernel smoothing, dimensionality, gradient estimation, least squares cross validation

JEL Classification: C1, C13, C14