Re: st: plotting a regression function with time-dummies indicating structural breaks

[Oliver Jones <ojones@wiwi.uni-bielefeld.de>]

Hi Nick and Maarten,

people like you are the ones that make this list so very helpful!

Thanks a lot.
Oliver

Am 03.05.2011 12:16, schrieb Maarten buis:
> --- Oliver Jones<ojones@wiwi.uni-bielefeld.de>
> > here is some example I just made up, that shows what I mean by "range
> > problem"
>
> Notice that, as Nick already told you, -twoway function- cannot include
> variables in the way you use it in your example. You must "create" your
> dummies on the fly within your -twoway function- specification. So in
> the example below I changed -d1- with -(x>1995)- and -d2- with
> -(x>2005)-. For more on this trick see:
> <http://www.stata.com/support/faqs/data/trueorfalse.html>
>
>
> *--------------------------- begin example ---------------------
> clear
> set obs 20
>
> gen int TIME = _n + 1990
>
> * create dummies
> gen byte d1 = 0
> replace d1 = 1 if TIME>  1995
> gen byte d2 = 0
> replace d2 = 1 if TIME>  2005
>
> tsset TIME
>
> * set coefficients
> scalar b_0 = 100
> scalar b_1 = 2
> scalar b_2 = 10000
> scalar b_3 = -5
> scalar b_4 = 20
>
> * generate the time series
> set seed 1
> gen u = rnormal(0,2)
> gen y = b_0 + b_1*TIME + b_2*d1 + b_3*d1*TIME + b_4*d2 + u
>
> tw ///
>      (tsline y) ///
>      (function y = b_0 + b_1*x + b_2*(x>1995) + b_3*(x>1995)*x + b_4*(x>2005), ///
>          range(1991 2010)), ///
>      legend(order(1 "tsline" 2 "function"))
> *-------------------------------- end example ----------------------------------
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
>
> http://www.maartenbuis.nl
> --------------------------
>
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