Re: st: RE: RE: Plot Lagged variable coefficients and CI over time

[Tobias Friedli <tobias.friedli@access.uzh.ch>]

thank you martin.

Is there an alternative command to -parmest, saving(myfile, replace)- that works in stata 10?
i get the message: "this is version 10.0 of Stata; it cannot run version 11.0 programs"

Regards

> 
> <>
> 
> To make the axis labelling nicer, make the -eclplot- call 
> 
> *************
> eclplot estimate min95 max95 timevar, rplottype(rcap) xla(1/3)
> *************
> 
> 
> HTH
> Martin
> 
> 
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss
> Sent: Mittwoch, 15. September 2010 15:14
> To: statalist@hsphsun2.harvard.edu
> Subject: st: RE: Plot Lagged variable coefficients and CI over time
> 
> 
> <>
> 
> Try Roger Newson`s -ssc d parmest-:
> 
> *************
> capture which parmest
> if _rc ssc install parmest
> 
> use http://www.stata-press.com/data/r11/nlswork.dta, clear
> xtreg ln_wage L(1/3).south
> parmest, saving(myfile, replace)
> u  myfile, clear
> drop if parm=="_cons"
> split parm, parse(.)
> encode parm1, gen(timevar)
> eclplot estimate min95 max95 timevar, rplottype(rcap)
> *************
> 
> 
> HTH
> Martin
> 
> 
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Hobst
> Sent: Mittwoch, 15. September 2010 14:56
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Plot Lagged variable coefficients and CI over time
> 
> Hi i have estimated a model such like this:
> 
> xtmixed y F(1/3).y y L(1/3).y ,mle
> 
> Now i would like to plot the coefficients as well as the confidence
> intervall of y over time form F3 to L3.
> Time should be on the x axis. Similar to a impulse response function.
> 
> I dont get how i can do that. Can someone help me with this?
> 
> Thank you very much in advance.
> 
> Regards
> Tobias
> -- 
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> -CI-over-time-tp5534267p5534267.html
> Sent from the Statalist mailing list archive at Nabble.com.
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