I have a model with 13 independent variables (all of them are significant and 2 of them are categorical variables) and 678 observations. I was wondering if there is any way to check the coefficients stability. My approach is to start from the model with one variable and then find that coefficients. Then Ill add another variable by subset selection method and find the new variables and coefficients. Ill continue until that all variables are in the final model. Hence, I have 15 models (2 categorical variable have 3 levels each) which have different variables (1 to 15 variables including the categorical variables levels). I was wondering if I can show all the coefficients in one graph. For instance, for X1 which is in all models Ill have 15 coefficients, for X2 which Ill have 14 coefficients etc.Any feedback about how can I have all the coefficients in one graph and check their variation for all models or any other approach that help me to check the Regression coefficient stability would be grateful. Thanks.
Regression coefficient stability measurement in a multiple linear regression particularly in r?
regression