Plotting a graph of confidence intervals for interaction effects

[James Bloomfield]

Hi,

I have a regression with 3611 observations, over 720 fixed effect variables and 8 interaction terms each representing a different monthly period from a Difference in Differences design.

I would like to plot a graph showing the upper and lower confidence bounds as a vertical line for each interaction term (last two columns of the output shown below), however I am not aware of a way to do so that doesn't include the fixed effects or that can show the post-regression estimates of each 8 interaction terms jointly on one graph.

Below is a screen shot of the regression output:


"pre" refers to the pre-event periods and "post" refers to the post-event period.

Any advice would be very appreciated.

Thanks.

[Phil Bromiley]

Welcome to Statalist. You didn't get a quick response. You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex. Being able to replicate your problem is extremely helpful in diagnosing data-related problems or providing you usable code Also, please do not include pictures or attach files. I can't possibility read your screen shot. I also don't even know exactly what estimator you used to estimate the model.

Note that it is much better to use factor variable notation for interactions - after factor variable notation, you can easily use margins and marginsplot to explore the results and plot things. If you really want to plot coefficient, there is a user-written procedure called coefplot.