Re: st: Simple slopes analysis in fixed effects panel regression

[Maarten Buis <maartenlbuis@gmail.com>]

On Sun, Jan 5, 2014 at 4:13 PM, Maartje Groenewegen wrote:
> Currently I am conducting a fixed effects panel regression which includes a
> marginal significant (p=0.067) two-way interaction term consisting of two
> mean centered continuous variables.
> I would like to perform a simple slopes analysis on this interaction, but I
> don’t know how to do it.

*------------------------ begin example -------------------------
// load some example data
webuse nlswork, clear
xtset idcode

// center your variables  (noone works 7 days a week 24 hours a day)
gen chours = cond(hours > 112, 112, hours) if hours < .
sum chours , meanonly
replace chours = chours - r(mean)
sum tenure , meanonly
gen ctenure = tenure - r(mean)

// estimate the model
xtreg ln_w age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp tenure ///
            c.ctenure#c.ctenure not_smsa south chours c.chours#c.ctenure, fe

// the simple slopes
margins, dydx(chours) at(ctenure=(-3(1)22))

// look at a graph
marginsplot
*------------------------ end example ---------------------------


Hope this helps,
Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------

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