Re: st: Store interaction coefficients

[Estrella Gomez <estrellastata@gmail.com>]

Thanks a lot; very useful

Best,
Estrella

2013/10/16 Jorge Eduardo Pérez Pérez <jorge_perez@brown.edu>:
> This code runs a regression with factor variable interactions and
> recovers the coefficients and standard errors to be plotted against
> the discrete interaction variable. You can use the same approach to
> recover coefficients for other variables and for multiple regressions
> and plot them in the same graph:
>
> clear
> webuse nlswork
> xtset idcode year
> * Factor variable regression
> reg ln_wage c.age#i.birth_yr c.tenure#i.birth_yr
> * Get the interaction variables and store in global vars
> fvexpand c.age#i.birth_yr
> glo vars=r(varlist)
> * Loop over them to get coefs and ses, store in variables b and se
> gen b=.
> gen se=.
> glo i=1
> foreach x in $vars {
> replace b=_b[`x'] in $i
> replace se=_se[`x'] in $i
> glo i=$i+1
> }
> * Get lower and upper limits for CI
> gen bu=b+1.96*se
> gen bl=b-1.96*se
> * Get birth year variable for x axis
> sum birth_yr, d
> gen birth_yr_x=_n+r(min)-1 if !mi(b)
> * Plot
> line b bu bl birth_yr_x
>
>
> Hope this helps,
> --------------------------------------------
> Jorge Eduardo Pérez Pérez
> Graduate Student
> Department of Economics
> Brown University
>
>
> On Wed, Oct 16, 2013 at 11:14 AM, Estrella Gomez
> <estrellastata@gmail.com> wrote:
>> Hi
>>
>> I've done a regression with several interaction terms:
>>
>> reg lsynq c.ldist#i.year i.dhome#i.year i.dlang#i.year contig colony
>> i.cno i.ono i.year
>>
>>
>> I would like to make three separate graphs showing the ldist, dhome
>> and dlang coefficients on the y-axis and year on the horizontal axis;
>> however, I don't know how to store the coefficients coming from an
>> interaction.
>>
>> Would it also be possible to put into the same graph another set of
>> coefficient coming from another regression?
>>
>> Since I guess that the graphs will be volatile, I would also like to
>> do a scatter along with an mband for each series. How could I combine
>> these graphs?
>>
>> Thanks a lot,
>> Estrella
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>
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