I have a multiple regression model, and I would like to do an effect plot with confidence bands regarding one of the predictors. One solution I see is to create a fake-dataset, where all other predictors are constant. However, this produces pretty large cofindece bands, since they are based on these specific covariate values and not on the entire dataset.

I also used a modified regression model with only the predictor of interest and plotted this, but this does not make much sense, since the neglection of these covariates produces bias.

Do I have any other options? What do the people usually do? Should't it be possible to use the entire dataset to calculate confidence intervals, since this actually happens if significance values for regression coefficients are calculated?

Thanks!