--- Seema Bhatia <[email protected]> wrote:
> I have fitted a panel Random Effects model for my data over 20 years.
> I have 4 dummies within the model in which I would like to see the
> change over the 20 years.
>
> I would like to see how the dummies com, com_1, sadc and sadc_1 have
> evolved over the 20 year period and plot them. I am told that the
> within equation can be used to generate yearly coefficients this. Any
> ideas on how I can use the within estimator to generate yearly
> coefficients on each of these dummies?
The answer depends on your grouping variable:
Things are easy (though not necesarily correct) if you are grouping on
year. In that case you make the dummies com, com_1, sadc, and sadc_1
random and use predict to get annual estimates.
In your case it would be more common to group on country or dyad of
countries. In that case you can get annual estimates by entering year
in dummies and the interaction term of the dummies com, com_1, sadc,
and sadc_1 with the annual dummies. One useful trick in this case is
that by excluding the main effect of the dummies com, com_1, sadc, and
sadc_1 you can enter all interactions, which are now directly the
annual effects instead of deviations from the baseline year. This is
shown in the example below (which, just for fun, also shows how to put
95% confidence intervals around those estimates):
*-------------------- begin example ------------------
set more off
webuse nlswork, clear
/*create annual dummies*/
tab year, gen(yd)
/*create interation effects*/
foreach var of varlist yd* {
gen `var'Xgrade = `var'*grade
}
drop yd1 /*base category*/
xtmixed ln_w yd* age ttl_exp tenure || id:
/*store annual effects*/
matrix b = e(b)
matrix b = b[1, "ln_wage:yd1Xgrade".."ln_wage:yd15Xgrade"]
matrix b = b'
svmat b
/*store confidence interval*/
matrix V = e(V)
matrix V = V["ln_wage:yd1Xgrade".."ln_wage:yd15Xgrade", /*
*/ "ln_wage:yd1Xgrade".."ln_wage:yd15Xgrade"]
matrix se = vecdiag(cholesky(diag(vecdiag(V))))'
svmat se
gen lb = b1 - 1.96*se1
gen ub = b1 + 1.96*se1
/*generate year*/
gen y = _n + 1967 if b1 < .
/*create graph*/
twoway rcap ub lb y || scatter b1 y
*------------------- end example ---------------------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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