I have some difficulty in plotting unconditional quantile graph using xtrifreg
I found an example for rifreg here (http://faculty.arts.ubc.ca/nfortin/g...ifreg_coef1.do) but when I simply changed rifreg to xtrifreg, the code does not work.
I got an error "new variables cannot be uniquely named or already defined" at line " svmat double B, name(coef)".
If possible, I would like to also incorporate 95% CI (something like lfitci) on the graph
I found an example for rifreg here (http://faculty.arts.ubc.ca/nfortin/g...ifreg_coef1.do) but when I simply changed rifreg to xtrifreg, the code does not work.
I got an error "new variables cannot be uniquely named or already defined" at line " svmat double B, name(coef)".
If possible, I would like to also incorporate 95% CI (something like lfitci) on the graph
Code:
set more off save tempcf, replace emptyok forvalues q = 0.1(0.1)0.9 { use graph, clear quietly xtrifreg depvar lag_depvar indepvar time_dummy_list [aweight = matching_weights], quantile(`q') fe i(id) matrix B=e(b) svmat double B, name(coef) gen quant=`q' keep quant coef* keep if _n==1 append using tempcf save tempcf, replace } use tempcf, clear sort quant label var quant "Quantile" *** choose the coefficient(s) that you want to graph, here coef2 is the coefficient of interest graph twoway (connected coef2 quant if quant>0.0 & quant<1.0 ) /* */, xlabel(0.0 0.2 0.4 0.6 0.8 1.0) title("indepvar") ytitle(" ") /* */ yline(0.0, lw(thin) lc(black)) saving(quantile_graph,replace) graph export quantile_graph.wmf, replace