# Re: st: Plotting (time-dependent) regression coefficients

 From Maarten buis <[email protected]> To [email protected] Subject Re: st: Plotting (time-dependent) regression coefficients Date Thu, 17 Jan 2008 14:47:28 +0000 (GMT)

```--- Davide Cantoni <[email protected]> wrote:
> I am looking for an elegant way to plot the regression coefficients
> (including their 95% confidence interval) that result from a
> regression on the interactions of a treatment indicator and time.
> Ultimately, I have some coefficients for the "treatment effect" in
> every period of time, and I would like to plot their evolution.

*------------------ begin example -----------------
set more off
sysuse nlsw88, clear
gen ln_w = ln(wage)

foreach lev of varlist lev* {
gen unionX`lev' = union*`lev'
}
drop lev1

reg ln_w lev* unionX* tenure ttl_exp

matrix b = e(b)
matrix b = b[1, "unionXlev1".."unionXlev13"]'
matrix v = e(V)
matrix v = v["unionXlev1".."unionXlev13", ///
"unionXlev1".."unionXlev13"]
matrix v = vecdiag(v)'

by grade: keep if _n == 1
svmat b
svmat v

gen se = sqrt(v1)
gen lb = b1 - invttail(`e(df_r)', .025)*se
gen ub = b1 + invttail(`e(df_r)', .025)*se
twoway rcap lb ub grade || ///
*-------------------- end example -------------------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )

Also see: http://home.fsw.vu.nl/m.buis/wp/pvalue.html

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

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```