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st: Simple graph of coefficients and s.e.


From   Fredrik Wallenberg <[email protected]>
To   [email protected]
Subject   st: Simple graph of coefficients and s.e.
Date   Fri, 23 Apr 2004 11:20:41 -0700

My advisor wanted me to plot the coefficients for some category variables with "whiskers" for the standard errors. The program below does the trick but I'm still left with one issue... I haven't figured out how to get the variable names on the x-axis rather than a number. The names are stored in the e(b) matrix as row names, but I haven't figured out how to get them into a variable.

An example of the output can be found at:

http://sims.berkeley.edu/~fredrik/files/IncReg.jpg


#delimit;
** plot estimation coefficients ** ;
capture program drop graphbeta ;

program define graphbeta ;
version 8.2 ;
args varname ;
quietly { ;
matrix beta = e(b)' ;
matrix var = vecdiag(e(V))' ;
local varnames : rownames(beta) ;
svmat float beta, names(beta) ;
svmat float var, names(betavar) ;
gen lowbound = beta1 - 2*sqrt(betavar1) ;
gen hibound = beta1 + 2*sqrt(betavar1) ;
egen varcount = fill(1 2) ;
};
twoway (rspike lowbound hibound varcount if beta1!=., blwidth(medthick) blpattern(solid) blcolor(maroon)) (scatter beta1 varcount if beta1!=., mcolor(navy)), ytitle(Coefficient +/- 2 s.e.) yline(0) xtitle(`varname' Category Coefficients) legend(off) graphregion(fcolor(white) lcolor(white) lwidth(none)) ;
quietly {;
matrix drop _all ;
drop beta1 - varcount ;
};
end ;
** ;

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