plotting confidence intervals of a regression line in panel data

[Elena Beze]

Dear all,
I am a beginner in Stata and I am trying to find out how to plot confidence intervals of a regression line in panel data,
Can someone please guide me?
Your help is much appreciated,
Best wishes,

Elena.

[Justin Niakamal]

Welcome to Statalist. You can look into the margins command or consider added-variable plots for panel data estimation (example below) using xtavplot from Stata Journal (type search xtavplot in Stata). See the reference below for a complete overview.

clear all 

webuse nlswork

xtreg ln_w age tenure c.tenure#c.tenure ttl_exp, fe
xtavplots, title(Added-Variable Plots)

SJ-20-1 gr0082  . . . . . . . . Added-variable plots for panel-data estimation
        (help xtavplot, xtavplots if installed) . . . . . . . . . J. L. Gallup
        Q1/20   SJ 20(1):30--50
        extends the theory of added-variable plots to three
        panel-data estimation methods: fixed effects, between
        effects, and random effects

Gallup, John Luke. "Added-variable plots for panel-data estimation." The Stata Journal 20, no. 1 (2020): 30-50.

[Elena Beze]

Thank you so much Justin for the great resources - I am sincerely thankful!