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st: RE: Plot Lagged variable coefficients and CI over time


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: RE: Plot Lagged variable coefficients and CI over time
Date   Wed, 15 Sep 2010 15:13:38 +0200

<>

Try Roger Newson`s -ssc d parmest-:

*************
capture which parmest
if _rc ssc install parmest

use http://www.stata-press.com/data/r11/nlswork.dta, clear
xtreg ln_wage L(1/3).south
parmest, saving(myfile, replace)
u  myfile, clear
drop if parm=="_cons"
split parm, parse(.)
encode parm1, gen(timevar)
eclplot estimate min95 max95 timevar, rplottype(rcap)
*************


HTH
Martin


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Hobst
Sent: Mittwoch, 15. September 2010 14:56
To: [email protected]
Subject: st: Plot Lagged variable coefficients and CI over time

Hi i have estimated a model such like this:

xtmixed y F(1/3).y y L(1/3).y ,mle

Now i would like to plot the coefficients as well as the confidence
intervall of y over time form F3 to L3.
Time should be on the x axis. Similar to a impulse response function.

I dont get how i can do that. Can someone help me with this?

Thank you very much in advance.

Regards
Tobias
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