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From |
Jorge Eduardo Pérez Pérez <jorge_perez@brown.edu> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: Store interaction coefficients |

Date |
Fri, 18 Oct 2013 11:32:13 -0400 |

This is very useful, thanks. I need to learn to use -margins- better. Estrella could also use the -post- option of margins to store the coefficients. The only disadvantage of this is that -margins- re estimates the coefficients and standard errors, but in this case there is no need. -------------------------------------------- Jorge Eduardo Pérez Pérez Graduate Student Department of Economics Brown University On Thu, Oct 17, 2013 at 4:17 PM, Nick Winter <njgwinter@gmail.com> wrote: > -margins- and -marginsplot- are your friends here. Same example: > > webuse nlswork > reg ln_wage c.age#i.birth_yr c.tenure#i.birth_yr > > margins birth_yr, dydx(age) > marginsplot > > Nick Winter > > > > > On 10/17/2013 5:36 AM, Estrella Gomez wrote: >> >> Thanks a lot; very useful >> >> Best, >> Estrella >> >> 2013/10/16 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 >>>> * >>>> * For searches and help try: >>>> * http://www.stata.com/help.cgi?search >>>> * http://www.stata.com/support/faqs/resources/statalist-faq/ >>>> * http://www.ats.ucla.edu/stat/stata/ >>> >>> >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/faqs/resources/statalist-faq/ >>> * http://www.ats.ucla.edu/stat/stata/ >> >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/faqs/resources/statalist-faq/ >> * http://www.ats.ucla.edu/stat/stata/ >> > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Store interaction coefficients***From:*Estrella Gomez <estrellastata@gmail.com>

**Re: st: Store interaction coefficients***From:*Jorge Eduardo Pérez Pérez <jorge_perez@brown.edu>

**Re: st: Store interaction coefficients***From:*Estrella Gomez <estrellastata@gmail.com>

**Re: st: Store interaction coefficients***From:*Nick Winter <njgwinter@gmail.com>

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