To quote Nick:
Typo time (but now my own typo)
before the -twoway- command, the command -sort b- should be added.
> *------------------ begin example ---------------
> sysuse auto, clear
> gen domestic = !foreign
> rename make desc
> gen make = word( desc,1)
> tab make
>
> xi3: regress mpg e.make
> unab varlist : _I*
> local test : subinstr local varlist " _" " + _", all
> lincom -1*(`test')
>
> sort make
> by make : keep if _n == 1
> keep make foreign
>
> mata
> b = st_matrix("e(b)")'
>
> // remove constant
> k = rows(b) - 1
> b = b[1::k,1]
>
> // add dropped level
> b = st_numscalar("r(estimate)") \b
>
> V = st_matrix("e(V)")
> se = diagonal(cholesky(diag(V)))
>
> // remove constant
> se = se[1::k,1]
>
> // add droped level
> se = st_numscalar("r(se)") \ se
>
> df = st_numscalar("e(df_r)")
>
> ci = b :- invttail(df,0.025):*se, b :+ invttail(df,0.025):*se
>
> idx = st_addvar("float",("b","lb","ub"))
> st_store(.,idx,(b,ci))
> end
>
> egen xaxis = axis(b), label(make)
>
> gen lb_mean = - invttail(e(df_r), 0.025)
> gen ub_mean = invttail(e(df_r), 0.025)
> gen mean = 0
>
> forvalues mpg = 0(10)40 {
> local diff = `mpg' - _b[_cons]
> local newsc `"`newsc' `diff' "`mpg'" "'
> }
>
> local min = -_b[_cons]
> sum ub, meanonly
> local max = r(max)
>
> twoway rarea lb_mean ub_mean xaxis, color(gs14) || /*
> */ line mean xaxis, clstyle(solid) ||/*
> */ rcap ub lb xaxis || /*
> */ rcap ub lb xaxis, /*
> */ lpattern(blank) yaxis(2) || /*
> */ scatter b xaxis if foreign == 1, /*
> */ mcolor(red) msymbol(O) || /*
> */ scatter b xaxis if foreign == 0, /*
> */ mcolor(blue) msymbol(O) /*
> */ xlab(1/23,valuelabel angle(45)) /*
> */ xtitle("") /*
> */ ytitle("mpg", axis(1))/*
> */ ytitle("deviation from grand mean", axis(2)) /*
> */ yscale(range(`min' `max') axis(1)) /*
> */ yscale(range(`min' `max') axis(2)) /*
> */ ylab(`newsc', axis(1)) /*
> */ ylab(-20(10)20, axis(2)) /*
> */ xsize(7) /*
> */ legend(order(- "Grand mean" /*
> */ 1 "95%" "conf. int." /*
> */ 2 "mean" /*
> */ - " " /*
> */ - "By make" /*
> */ 3 "95%" "conf. int." /*
> */ 4 "foreign" /*
> */ 5 "domestic" ) /*
> */ position(4) cols(1))
> *------------------ end example ---------------
-----------------------------------------
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/
-----------------------------------------
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