Re: st: Store interaction coefficients

[Jorge Eduardo Pérez Pérez <jorge_perez@brown.edu>]

This code runs a regression with factor variable interactions and
recovers the coefficients and standard errors to be plotted against
the discrete interaction variable. You can use the same approach to
recover coefficients for other variables and for multiple regressions
and plot them in the same graph:

clear
webuse nlswork
xtset idcode year
* Factor variable regression
reg ln_wage c.age#i.birth_yr c.tenure#i.birth_yr
* Get the interaction variables and store in global vars
fvexpand c.age#i.birth_yr
glo vars=r(varlist)
* Loop over them to get coefs and ses, store in variables b and se
gen b=.
gen se=.
glo i=1
foreach x in $vars {
replace b=_b[`x'] in $i
replace se=_se[`x'] in $i
glo i=$i+1
}
* Get lower and upper limits for CI
gen bu=b+1.96*se
gen bl=b-1.96*se
* Get birth year variable for x axis
sum birth_yr, d
gen birth_yr_x=_n+r(min)-1 if !mi(b)
* Plot
line b bu bl birth_yr_x


Hope this helps,
--------------------------------------------
Jorge Eduardo Pérez Pérez
Graduate Student
Department of Economics
Brown University


On Wed, Oct 16, 2013 at 11:14 AM, Estrella Gomez
<estrellastata@gmail.com> wrote:
> Hi
>
> I've done a regression with several interaction terms:
>
> reg lsynq c.ldist#i.year i.dhome#i.year i.dlang#i.year contig colony
> i.cno i.ono i.year
>
>
> I would like to make three separate graphs showing the ldist, dhome
> and dlang coefficients on the y-axis and year on the horizontal axis;
> however, I don't know how to store the coefficients coming from an
> interaction.
>
> Would it also be possible to put into the same graph another set of
> coefficient coming from another regression?
>
> Since I guess that the graphs will be volatile, I would also like to
> do a scatter along with an mband for each series. How could I combine
> these graphs?
>
> Thanks a lot,
> Estrella
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