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From |
Nils Braakmann <nilsbraakmann@googlemail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Plot after regression using linear splines - any way to add confidence intervals? |

Date |
Thu, 16 Jul 2009 16:19:53 +0200 |

Dear all, I am currently estimating more-way fixed effects regressions using Thomas Cornelissens felsdvreg-command (Cornelißen, T. [2008]: The stata module felsdvreg to estimate a linear model with two high-dimensional fixed effects, The Stata Journal, 8(2), pp. 170-189.) using linear splines in x. After estimation I want to graph the relationship between the outcome and x (which is not the problem) and add confidence intervals that reflect the fact that not all of the estimates parameters are significant (similar to -lpoly y x, ci-). Unfortunately, I can't get the last part to work. I have created a small example using the NLSY-data used in [XT] and simple FE-regressions to illustrate the point. use http://www.stata-press.com/data/r10/nlswork, clear xtset idcode year mkspline agespl 20 = age, dis xtreg ln_wage agespl*, fe cluster(idcode) predict yhat twoway line yhat age, sort lpoly ln_wage age, ci noscatter What I would like to do is adding confidence intervals to to the first graph that reflect the fact that, e.g., agespl1 is estimated with less precision than, e.g., agespl3 - similar to the -lpoly- results. Is there any way to do this? Any help would be greatly appreciated. Best regards, Nils * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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