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  • Plotting marginal effects, confidence intervals after bootstrap

    Dear listers,

    I have searched the manual and dug through the list but have come up empty. So apologies if this is either easy or obvious.

    Here is the problem. I am estimating a model using bootstrap resampling. After estimation I want to graph the marginal effect and the bias-corrected confidence interval across values of my variable of interest, diff, in the model below

    Here is the code

    capture program drop strap
    program strap, rclass

    **Step 1: Estimate difference
    reg lnsmooth i.year##c.(lndist contig smct comlang_off colony) L10.joint_migration lntotalpop,
    predict yhat2
    reg lnsmooth i.year##c.(lndist contig smct comlang_off colony) lntotalpop,
    predict yhat1

    gen diff=yhat2-yhat1

    **diff is my variable of interest

    areg prio l.(jointdem2 capratio1 joint_migration diff lntotalpop ideal_diff lngdp_diff ) if politically_relevant==1 , abs(dyadnum)

    drop diff yhat1 yhat2


    gen newdyad=dyadnum

    tsset newdyad year

    #delimit ;

    bootstrap coeff=
    r(PPdiff) , reps(25) seed(12345) cluster(dyadnum) idcluster(newdyad) nodrop:strap saving(ci,replace) ;

    #delimit cr

    estat bootstrap

    estat gives me the estimated coefficient of diff and the bias corrected standard error. What I want to do now is graph the estimate (yes, it is linear) and the confidence (which is not) across values of diff. Everything I have tried has failed. Any ideas?