Generating confidence intervals using a line graph

[Henry Dowell]

I have run a difference-in-difference regression and want to make a line graph to illustrate my results.

How do I add 95% CIs?

reg retail_and_recreation post_ trust_group dif_in_dif i.week, r
collapse (mean)retail_and_recreation, by(trust_group date2)
twoway (line retail_and_recreation date2 if trust_group ==1) (line retail_and_recreation date2 if trust_group ==0), tline(14mar2020) legend(label(1 High Trust) label(2 Low Trust))

[Clyde Schechter]

So, first, you have to revise your -collapse- command to include an (semean) of the variable retail_and_recreation. Then you can calculate the upper and lower 95% confidence limits as mean +- 1.96*semean. Then expand your -twoway- command to add graphs of the confidence intervals made with the -rcap- command. See -help twoway rcap- for details.