Generate CCPR plots against a set of regressors, plot in a grid.
Generates a grid of CCPR (component and component-plus-residual) plots.
Parameters: | res : result instance
exog_idx : None or list of int
grid : None or tuple of int (nrows, ncols)
fig : Matplotlib figure instance, optional
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Returns: | fig : Matplotlib figure instance
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See also
Notes
Partial residual plots are formed as:
Res + Betahat(i)*Xi versus Xi
and CCPR adds:
Betahat(i)*Xi versus Xi
References
See http://www.itl.nist.gov/div898/software/dataplot/refman1/auxillar/ccpr.htm