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


From   Nils Braakmann <nilsbraakmann@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Plot after regression using linear splines - any way to add confidence intervals?
Date   Thu, 16 Jul 2009 20:08:06 +0200

Dear Maarten,

thanks. However, I would like the plotted interval to reflect the
precision of the underlying parameter estimates. For instance, in my
example the parameter estimates have large standard errors up to knot
3, small ones up to knot x, and so on. My plot should reflect these
differences in the sense that the confidence bounds should be wider in
areas with less precise estimates (in my example up to knot 3) and
tighter in areas with more precise estimates (from knot 3 to knot x).
If you have any idea on this issue, I would greatly appreciate it.

Best regards and a nice evening,
Nils

On Thu, Jul 16, 2009 at 5:23 PM, Maarten buis<maartenbuis@yahoo.co.uk> wrote:
>
>
> --- On Thu, 16/7/09, Nils Braakmann wrote:
>
>> 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.
>
> *-------------------- begin example -------------------
> 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
> predict se, stdp
> gen lb = yhat - 1.96*se
> gen ub = yhat + 1.96*se
> twoway rarea lb ub age, sort || ///
>       line yhat age, sort
> *------------------- end example ----------------------
>
> Hope this helps,
> Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
>
>
>
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