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From |
Seema Bhatia <ler02sb@reading.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Generating trend on dummies |

Date |
Thu, 13 Sep 2007 15:17:52 +0100 |

Thanks Maarten That is useful as usual! Regards Seema ----- Original Message ----- From: "Maarten buis" <maartenbuis@yahoo.co.uk> To: <statalist@hsphsun2.harvard.edu> Sent: Thursday, September 13, 2007 3:04 PM Subject: Re: st: Generating trend on dummies > --- Seema Bhatia <ler02sb@reading.ac.uk> 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/ > ----------------------------------------- > > > ___________________________________________________________ > Yahoo! Answers - Got a question? Someone out there knows the answer. Try > it > now. > http://uk.answers.yahoo.com/ > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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