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st: RE: margins, marginsplot and piecewise regression


From   "Hoffman, George" <ghoffman@mcw.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: margins, marginsplot and piecewise regression
Date   Fri, 14 Jun 2013 12:38:35 +0000

Have you tried this:
margins i.control, at(time=(1(1)39))

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Chris
Sent: Friday, June 14, 2013 4:03 AM
To: statalist
Subject: st: margins, marginsplot and piecewise regression

Dear Statalist,

I am running a piecewise regression of the form

reg depvar i.period#control#(c.time1##c.time1##c.time1)

where period can take values 0,1,2; control is a dummy denoting the control group, and time1 gives the month (from 1 to 39). Hence, I want to estimate a third degree polynomial time trend for each of the 3 periods in each of the two groups (3*2 polynomials overall), and plot the time trend for both control and treatment group.

The regression runs fine, and when I plot the polynomial(s) using the coefficients I get reasonable results. However, when I want to plot it via marginsplot, using

margins, at(time1==(1(1)39)) over(control) marginsplot, name(piecewise, replace)

then what I get is something like a second degree polynomial; nothing piecewise; for the plot see here:
https://dl.dropboxusercontent.com/u/6071534/piecewise.pdf

When I plot a polynomial for the last period manually using the estimated coefficients, it seems reasonable and very unlike the
marginsplot: https://dl.dropboxusercontent.com/u/6071534/manualplot.pdf

In short, the problem seems to be that margins won't predict the piecewise model correctly. If I replace period with all 1, then marginsplot works fine (just one polynomial for the entire support, instead of three). Can margins not deal with this piecewise specification? Or do I have to specify the model differently?

Any help is very much appreciated
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