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st: RE: graph interaction in count models
From
Rodolphe Desbordes <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: graph interaction in count models
Date
Thu, 1 Apr 2010 11:31:05 +0100
Dear Dali,
Another possibility, inspired by the Stata code which can be found here http://homepages.nyu.edu/~mrg217/interaction.html, may be
***
webuse nlswork, clear
xtset idcode year
gen black = race == 2 if inlist(race, 1, 2)
xtgee wks_work c.tenure##c.grade south black, ///
family(nb) link(log)
sum south
local south=r(mean)
sum black
local black=r(mean)
sum grade
local grade=r(mean)
preserve
set seed 12345
drawnorm b1-b6, n(10000) means(e(b)) cov(e(V)) clear
postutil clear
postfile mypost diff_hat diff_lo diff_hi using sim , replace
noisily display "start"
local a=0
while `a' <= 20 {
{
generate pred0 =exp( b1*(`a')+b2*(`grade')+b3*`grade'*`a'+b4*`south'+b5*`black'+b6)
generate pred1 =exp( b1*(`a')+b2*(`grade'+1)+b3*(`grade'+1)*`a'+b4*`south'+b5*`black'+b6)
gen diff=(pred1-pred0)
egen diffhat=mean(diff)
tempname diff_hat diff_lo diff_hi
_pctile diff, p(2.5,97.5)
scalar `diff_lo'= r(r1)
scalar `diff_hi'= r(r2)
scalar `diff_hat'=diffhat
post mypost (`diff_hat') (`diff_lo') (`diff_hi')
}
drop pred0 pred1 diff diffhat
local a=`a'+1
display "." _c
}
display ""
postclose mypost
use sim, clear
gen tenure=0 in 1
qui forval num= 2/20{
replace tenure = tenure[_n-1]+1 in `num'
}
twoway (line diff_hat tenure, sort lcolor(black) lwidth(thick) ytitle(Effect of a 1pt increase in current grade completed)) (line diff_lo tenure, sort lcolor(black) lwidth(thin) lpattern(dash)) (line diff_hi tenure, sort lcolor(black) lwidth(thin) lpattern(dash))
restore
***
Rodolphe
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of D Ma
Sent: mercredi 31 mars 2010 20:06
To: [email protected]
Subject: st: graph interaction in count models
Dear Colleagues,
I am trying to graph an interaction between two continuous covariates in a count model (xtgee y x1 x2 x1*x2 ..., family(nb) link(log) vce(robust) nolog). Do you have any suggestions as to how draw such a graph? Thanks!
Dali
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