Re: st: RE: Help with Graphs

[Cameron Hooper <chooper@umich.edu>]

Thanks Daniel. I see what you are getting at. I don't know how to do the 
RW estimation is Stata (I did it in SAS), but that is not particularly 
important here. Thanks for the tip.

Cameron

Daniel Egan wrote:

> Another way to understand how to make the graph, and perhaps more
> involved, is to understand how they got to the equations. Basically,
> using the regressions and -predict-, you can create the predicted
> values, and graph all of them. I believe this would get around the
> problem with two equations for the switching regression.
>
> (once the dataset is in memory)
>
> *-------------begin code----------
> gen erc2=erc*erc
> reg q erc erc2
> regplot 
> predict quadratic
> twoway (scatter q erc) (connected quad erc)
> -------end code--------------
>
> then do the same for the switching regression - i.e. run the
> regression, generate the predicted values, and if you want, twoway
> plot them against the actual data.
>
> once you have both predicted values, you can:
>
> twoway (scatter q erc) (connected quad erc) (connected switchr erc)
>
> where quad are your predicted quadradic values, and switchr are your
> predicted switching regime values.
>
>
> Dan
>
> Cameron said: 
>  1. How to make the line style for the "regime switching" regression the
> same. At the moment it is solid in the positive sloping region and
> dashed in the negative.
>
>  2. At the moment the graph produces 4 legend entries. I will want to
>  reduce these to just two. I expect the only tricky one will be
>  preventing the RW regression showing up twice as it does now.
> *
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--
Cameron Hooper <chooper@umich.edu>
University of Michigan Business School
701 Tappan St., Ann Arbor, MI 48109
phone: 734-615-4178  fax: 734-936-0282
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*
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